Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| MM-schatting voor robuuste regressie× | Kleinste Afgetrimde Kwadraten (LTS) Regressie× | |
|---|---|---|
| Vakgebied | Statistiek | Statistiek |
| Familie | Regression model | Regression model |
| Jaar van ontstaan≠ | 1987 | 1984 |
| Grondlegger≠ | Victor J. Yohai | Peter J. Rousseeuw |
| Type | Robust linear regression | Robust linear regression |
| Oorspronkelijke bron≠ | Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ |
| Aliassen≠ | MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici | LTS, least trimmed squares regression, trimmed least squares, robust regression |
| Verwant | 5 | 5 |
| Samenvatting≠ | The 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. | Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers. |
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