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Estimadores Robustos de Escala Sn e Qn×Análise do Ponto de Ruptura×
ÁreaEstatísticaEstatística
FamíliaRegression modelRegression model
Ano de origem19931983
Autor originalRousseeuw & CrouxHampel (1971); Donoho & Huber (1983)
TipoRobust scale estimatorRobustness diagnostic for estimators
Fonte seminalRousseeuw, P. J., & Croux, C. (1993). Alternatives to the Median Absolute Deviation. Journal of the American Statistical Association, 88(424), 1273-1283. 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 nomesSn estimator, Qn estimator, Rousseeuw-Croux scale estimators, robust scale estimationbreakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi
Relacionados55
ResumoSn and Qn are robust estimators of scale (spread) proposed by Rousseeuw and Croux (1993) as alternatives to the median absolute deviation (MAD). Both attain a 50% breakdown point while delivering higher statistical efficiency than MAD, so they measure dispersion accurately even when the data contain outliers.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: Sn and Qn Scale Estimators · Breakdown Point Analysis. Recuperado em 2026-06-17 de https://scholargate.app/pt/compare