Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| W-оценка (Welsch / Tukey Bisquare) в робастной регрессии× | Оценщик Тейля-Сена× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 1974 | 1968 |
| Автор метода≠ | Beaton & Tukey (bisquare weight); Welsch (Welsch weight) | Henri Theil (1950); P. K. Sen (1968) |
| Тип≠ | Robust regression (redescending M-estimator) | Robust linear regression |
| Основополагающий источник≠ | Beaton, A. E. & Tukey, J. W. (1974). The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data. Technometrics, 16(2), 147-185. DOI ↗ | Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗ |
| Другие названия≠ | Tukey bisquare M-estimator, Welsch M-estimator, redescending M-estimator, W-Tahmin Edici (Welsch / Tukey Bisquare) | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| Связанные≠ | 4 | 6 |
| Сводка≠ | The W-estimator is a family of robust M-estimator variants for linear regression that use the Tukey bisquare and Welsch weight functions, introduced in the line of work going back to Beaton and Tukey (1974). Because its weights fall rapidly toward zero as a residual grows, it resists outliers more strongly than the Huber M-estimator. | The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%. |
| ScholarGateНабор данных ↗ |
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