Porovnať metódy
Prezrite si vybrané metódy vedľa seba; riadky, ktoré sa líšia, sú zvýraznené.
| Upravený krabicový graf pre šikmé rozdelenia× | Odhad mediánovej absolútnej odchýlky (MAD)× | Robustná analýza časových radov× | |
|---|---|---|---|
| Odbor | Štatistika | Štatistika | Štatistika |
| Rodina | Regression model | Regression model | Regression model |
| Rok vzniku≠ | 2008 | 1974 | 2019 |
| Tvorca≠ | Hubert & Vandervieren | Hampel (influence-curve treatment); classical robust statistics | Maronna, Martin, Yohai & Salibián-Barrera (textbook treatment); robust estimation tradition |
| Typ≠ | Robust outlier detection / descriptive visualization | Robust scale estimator | Robust time series model (AR / MA / ARIMA) |
| Pôvodný zdroj≠ | Hubert, M. & Vandervieren, E. (2008). An Adjusted Boxplot for Skewed Distributions. Computational Statistics & Data Analysis, 52(12), 5186-5201. 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 ↗ | Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2019). Robust Statistics: Theory and Methods (with R) (2nd ed.). Wiley. ISBN: 978-1119214687 |
| Ďalšie názvy | adjusted box plot, medcouple boxplot, skewness-adjusted boxplot, Düzeltilmiş Kutu Grafiği (Adjusted Boxplot) | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini | robust ARIMA, robust autoregressive model, outlier-resistant time series, Robust Zaman Serisi Analizi |
| Príbuzné | 5 | 5 | 5 |
| Zhrnutie≠ | The Adjusted Boxplot is a robust descriptive tool introduced by Hubert and Vandervieren (2008) that corrects the classical IQR-based boxplot for skewness using the medcouple statistic, reducing the false labelling of outliers in asymmetric data. | 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. | Robust Time Series Analysis fits autoregressive, moving-average, and ARIMA models to series that contain outliers or structural breaks, using M-estimation or MM-estimation instead of ordinary least squares so that a few anomalous observations do not distort the fit. It follows the robust statistics tradition consolidated in Maronna, Martin, Yohai and Salibián-Barrera (2019). |
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