Sammenlign metoder

	Robust Mahalanobis-avstand	Justert boksplott for skjeve fordelinger	Least Trimmed Squares (LTS) regresjon
Fagfelt	Statistikk	Statistikk	Statistikk
Familie	Regression model	Regression model	Regression model
Opprinnelsesår	1990	2008	1984
Opphavsperson	Rousseeuw & Van Zomeren (robust distance); Filzmoser, Garrett & Reimann (multivariate outlier detection)	Hubert & Vandervieren	Peter J. Rousseeuw
Type	Robust multivariate outlier detection	Robust outlier detection / descriptive visualization	Robust linear regression
Opprinnelig kilde	Rousseeuw, P. J. & Van Zomeren, B. C. (1990). Unmasking Multivariate Outliers and Leverage Points. Journal of the American Statistical Association, 85(411), 633-639.	Hubert, M. & Vandervieren, E. (2008). An Adjusted Boxplot for Skewed Distributions. Computational Statistics & Data Analysis, 52(12), 5186-5201.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.
Alias	MCD Mahalanobis distance, robust mahalanobis, minimum covariance determinant distance, Robust Mahalanobis Uzaklığı	adjusted box plot, medcouple boxplot, skewness-adjusted boxplot, Düzeltilmiş Kutu Grafiği (Adjusted Boxplot)	LTS, least trimmed squares regression, trimmed least squares, robust regression
Relaterte	5	5	5
Sammendrag	Robust Mahalanobis Distance flags multivariate outliers by measuring how far each observation lies from the centre of the data using a robust covariance estimate. It builds on the robust-distance framework of Rousseeuw and Van Zomeren (1990) and the multivariate outlier-detection approach of Filzmoser, Garrett and Reimann (2005), replacing the classical mean and covariance with the Minimum Covariance Determinant (MCD) estimate so that the outliers themselves do not distort the distance.	The Adjusted Boxplot is a robust descriptive tool introduced by Hubert and Vandervieren (2008) that corrects the classical IQR-based boxplot for skewness using the medcouple statistic, reducing the false labelling of outliers in asymmetric data.	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.