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	Estymator Tau (τ) regresji	Regresja metodą najmniejszych przyciętych kwadratów (LTS)
Dziedzina	Statystyka	Statystyka
Rodzina	Regression model	Regression model
Rok powstania	1988	1984
Twórca	Yohai & Zamar	Peter J. Rousseeuw
Typ	Robust linear regression	Robust linear regression
Źródło pierwotne	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.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.
Inne nazwy	tau regression estimator, robust tau regression, Tau-Tahmin Edici	LTS, least trimmed squares regression, trimmed least squares, robust regression
Pokrewne	4	5
Podsumowanie	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.	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.