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Estimatori Robuști de Scară Sn și Qn×Estimarea deviației absolute mediane (MAD)×
DomeniuStatisticăStatistică
FamilieRegression modelRegression model
Anul apariției19931974
Autorul originalRousseeuw & CrouxHampel (influence-curve treatment); classical robust statistics
TipRobust scale estimatorRobust scale estimator
Sursa seminalăRousseeuw, P. J., & Croux, C. (1993). Alternatives to the Median Absolute Deviation. Journal of the American Statistical Association, 88(424), 1273-1283. DOI ↗Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗
Denumiri alternativeSn estimator, Qn estimator, Rousseeuw-Croux scale estimators, robust scale estimationmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini
Înrudite55
RezumatSn 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.Median 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.
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ScholarGateCompară metode: Sn and Qn Scale Estimators · MAD Estimation. Preluat la 2026-06-18 de pe https://scholargate.app/ro/compare