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MM-estimacija za robusnu regresiju×RANSAC regresija×
OblastStatistikaStatistika
PorodicaRegression modelRegression model
Godina nastanka19871981
TvoracVictor J. YohaiFischler & Bolles
TipRobust linear regressionRobust linear regression
Temeljni izvorYohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗Fischler, M. A. & Bolles, R. C. (1981). Random Sample Consensus: A Paradigm for Model Fitting with Applications to Image Analysis and Automated Cartography. Communications of the ACM, 24(6), 381-395. DOI ↗
Drugi naziviMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Edicirandom sample consensus, RANSAC, robust regression, RANSAC Regresyonu
Srodne55
SažetakThe 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.RANSAC Regression is a robust linear regression method introduced by Fischler and Bolles in 1981 that fits a model to the inlier points of a dataset while automatically excluding outliers. Instead of fitting all the data at once, it repeatedly samples small subsets, fits a candidate model, and keeps the model that wins the largest consensus of agreeing points.
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ScholarGateUporedite metode: MM-Estimator · RANSAC Regression. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare