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	Robustná regresia pomocou W-odhadu (Tukeyho bipolárna / Welschova)	MM-regresia pre robustnú regresiu	Regresia metódou najmenších štvorcov (OLS)	Theil-Senov odhad
Odbor	Štatistika	Štatistika	Ekonometria	Štatistika
Rodina	Regression model	Regression model	Regression model	Regression model
Rok vzniku	1974	1987	2019	1968
Tvorca	Beaton & Tukey (bisquare weight); Welsch (Welsch weight)	Victor J. Yohai	Wooldridge (textbook treatment); classical least squares	Henri Theil (1950); P. K. Sen (1968)
Typ	Robust regression (redescending M-estimator)	Robust linear regression	Linear regression	Robust linear regression
Pôvodný zdroj	Beaton, A. E. & Tukey, J. W. (1974). The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data. Technometrics, 16(2), 147-185.	Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389.
Ďalšie názvy	Tukey bisquare M-estimator, Welsch M-estimator, redescending M-estimator, W-Tahmin Edici (Welsch / Tukey Bisquare)	MM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
Príbuzné	4	5	5	6
Zhrnutie	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 MM-estimator is a robust linear regression method introduced by Victor J. Yohai in 1987. It combines the high breakdown point of an S-estimator with the high efficiency of an M-estimator, so it resists outliers strongly while still using the data efficiently when errors are well-behaved.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	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%.