ScholarGate
Asistent

Uporedite metode

Pregledajte izabrane metode jednu pored druge; redovi koji se razlikuju su istaknuti.

W-estimator robusna regresija (Welsch / Tukey Bisquare)×Theil-Senov procenitelj×
OblastStatistikaStatistika
PorodicaRegression modelRegression model
Godina nastanka19741968
TvoracBeaton & Tukey (bisquare weight); Welsch (Welsch weight)Henri Theil (1950); P. K. Sen (1968)
TipRobust regression (redescending M-estimator)Robust linear regression
Temeljni izvorBeaton, A. E. & Tukey, J. W. (1974). The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data. Technometrics, 16(2), 147-185. DOI ↗Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗
Drugi naziviTukey bisquare M-estimator, Welsch M-estimator, redescending M-estimator, W-Tahmin Edici (Welsch / Tukey Bisquare)Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
Srodne46
SažetakThe 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 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%.
ScholarGateSkup podataka
  1. v1
  2. 2 Izvori
  3. PUBLISHED
  1. v1
  2. 2 Izvori
  3. PUBLISHED

Idi na pretragu Preuzmi slajdove

ScholarGateUporedite metode: W-Estimator · Theil-Sen Estimator. Preuzeto 2026-06-19 sa https://scholargate.app/sr/compare