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Regresioni Huber×Regresioni me Mbetjet më të Vogla të Trimëzuara (LTS)×Vlerësimi MM për Regresion Robust×
FushaStatistikëStatistikëStatistikë
FamiljaRegression modelRegression modelRegression model
Viti i origjinës196419841987
KrijuesiPeter J. HuberPeter J. RousseeuwVictor J. Yohai
LlojiRobust linear regression (M-estimation)Robust linear regressionRobust linear regression
Burimi themeluesHuber, P. J. (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics, 35(1), 73-101. DOI ↗Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗Yohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗
Emërtime të tjeraHuber M-estimator, Huber loss regression, robust regression, Huber RegresyonuLTS, least trimmed squares regression, trimmed least squares, robust regressionMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
Të lidhura555
PërmbledhjaHuber regression is a robust linear regression method, introduced by Peter J. Huber in 1964, that resists the influence of outliers by treating small and large residuals differently. It applies a squared (OLS-like) loss to small residuals and a milder absolute-value loss to large ones, so extreme observations cannot dominate the fit.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.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.
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ScholarGateKrahasoni metodat: Huber Regression · Least Trimmed Squares · MM-Estimator. Marrë më 2026-06-20 nga https://scholargate.app/sq/compare