ScholarGate
Asistenti

Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Estimatori Tau (τ) i Regresionit×Vlerësimi MM për Regresion Robust×
FushaStatistikëStatistikë
FamiljaRegression modelRegression model
Viti i origjinës19881987
KrijuesiYohai & ZamarVictor J. Yohai
LlojiRobust linear regressionRobust linear regression
Burimi themeluesYohai, V. J., & Zamar, R. H. (1988). High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale. Journal of the American Statistical Association, 83(402), 406-413. 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 tjeratau regression estimator, robust tau regression, Tau-Tahmin EdiciMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edici
Të lidhura45
PërmbledhjaThe Tau estimator is a robust linear regression method introduced by Yohai and Zamar in 1988 that fits the model by minimising an efficient τ-scale of the residuals. It builds on the scale estimate of the S-estimator to combine a high breakdown point with high statistical efficiency, and is often used as an alternative to the MM-estimator in small samples.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.
ScholarGateSeti i të dhënave
  1. v1
  2. 2 Burimet
  3. PUBLISHED
  1. v1
  2. 2 Burimet
  3. PUBLISHED

Shko te kërkimi Shkarko diapozitivat

ScholarGateKrahasoni metodat: Tau Estimator · MM-Estimator. Marrë më 2026-06-19 nga https://scholargate.app/sq/compare