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Sn and Qn Scale Estimators×Analiza tačke raspada×
OblastStatistikaStatistika
PorodicaRegression modelRegression model
Godina nastanka19931983
TvoracRousseeuw & CrouxHampel (1971); Donoho & Huber (1983)
TipRobust scale estimatorRobustness diagnostic for estimators
Temeljni izvorRousseeuw, P. J., & Croux, C. (1993). Alternatives to the Median Absolute Deviation. Journal of the American Statistical Association, 88(424), 1273-1283. DOI ↗Donoho, D. L. & Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann (pp. 157-184). Wadsworth. link ↗
Drugi naziviSn estimator, Qn estimator, Rousseeuw-Croux scale estimators, robust scale estimationbreakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi
Srodne55
SažetakSn and Qn are robust estimators of scale (spread) proposed by Rousseeuw and Croux (1993) as alternatives to the median absolute deviation (MAD). Both attain a 50% breakdown point while delivering higher statistical efficiency than MAD, so they measure dispersion accurately even when the data contain outliers.Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators.
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