Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| Robuuste Covariantienschating (MCD)× | Schatting van de Mediane Absolute Afwijking (MAD)× | |
|---|---|---|
| Vakgebied | Statistiek | Statistiek |
| Familie | Regression model | Regression model |
| Jaar van ontstaan≠ | 1999 | 1974 |
| Grondlegger≠ | Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD) | Hampel (influence-curve treatment); classical robust statistics |
| Type≠ | Robust multivariate location-scatter estimator | Robust scale estimator |
| Oorspronkelijke bron≠ | Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI ↗ | Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗ |
| Aliassen | minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD) | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini |
| Verwant≠ | 4 | 5 |
| Samenvatting≠ | Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation. | Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result. |
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