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Estymacja odpornej kowariancji (MCD)×Robust ANOVA (Welch & Trimmed Mean)×
DziedzinaStatystykaStatystyka
RodzinaRegression modelRegression model
Rok powstania19991951
TwórcaRousseeuw; Rousseeuw & Van Driessen (Fast-MCD)Welch (1951); robust trimmed-mean approach popularised by Wilcox
TypRobust multivariate location-scatter estimatorRobust one-way analysis of variance
Źródło pierwotneRousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI ↗Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336. DOI ↗
Inne nazwyminimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)Welch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean)
Pokrewne45
PodsumowanieRobust 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.Robust ANOVA compares the central tendency of three or more groups when the classical assumptions of normality and equal variances fail. It combines Welch's heteroscedasticity-adjusted statistic, introduced by Welch in 1951, with trimmed-mean tests advanced by Wilcox, giving reliable comparisons in the presence of outliers and unequal group spreads.
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  1. v1
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  3. PUBLISHED

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ScholarGatePorównaj metody: Robust Covariance (MCD) · Robust ANOVA. Pobrano 2026-06-17 z https://scholargate.app/pl/compare