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Estimativa pelo Desvio Absoluto Mediano (MAD)×Análise do Ponto de Ruptura×
ÁreaEstatísticaEstatística
FamíliaRegression modelRegression model
Ano de origem19741983
Autor originalHampel (influence-curve treatment); classical robust statisticsHampel (1971); Donoho & Huber (1983)
TipoRobust scale estimatorRobustness diagnostic for estimators
Fonte seminalHampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗Donoho, D. L. & Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann (pp. 157-184). Wadsworth. link ↗
Outros nomesmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahminibreakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi
Relacionados55
ResumoMedian 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.Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators.
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ScholarGateComparar métodos: MAD Estimation · Breakdown Point Analysis. Recuperado em 2026-06-17 de https://scholargate.app/pt/compare