Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Regresia prin metoda celor mai mici pătrate trunchiate (LTS)× | Estimarea robustă a covarianței (MCD)× | |
|---|---|---|
| Domeniu | Statistică | Statistică |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 1984 | 1999 |
| Autorul original≠ | Peter J. Rousseeuw | Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD) |
| Tip≠ | Robust linear regression | Robust multivariate location-scatter estimator |
| Sursa seminală≠ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI ↗ |
| Denumiri alternative≠ | LTS, least trimmed squares regression, trimmed least squares, robust regression | minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD) |
| Înrudite≠ | 5 | 4 |
| Rezumat≠ | 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. | Robust 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. |
| ScholarGateSet de date ↗ |
|
|