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Anggaran MM untuk Regresi Teguh×Penganggar Tau (τ) bagi Regresyen×
BidangStatistikStatistik
KeluargaRegression modelRegression model
Tahun asal19871988
PengasasVictor J. YohaiYohai & Zamar
JenisRobust linear regressionRobust linear regression
Sumber perintisYohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗Yohai, V. J., & Zamar, R. H. (1988). High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association, 83(402), 406-413. DOI ↗
AliasMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edicitau regression estimator, robust tau regression, Tau-Tahmin Edici
Berkaitan54
RingkasanThe MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.The Tau estimator is a robust linear regression method introduced by Yohai and Zamar in 1988 that fits the model by minimising an efficient τ-scale of the residuals. It builds on the scale estimate of the S-estimator to combine a high breakdown point with high statistical efficiency, and is often used as an alternative to the MM-estimator in small samples.
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ScholarGateBandingkan kaedah: MM-Estimator · Tau Estimator. Dicapai 2026-06-19 daripada https://scholargate.app/ms/compare