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Linganisha mbinu

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Uthabiti wa MM kwa Regresi Imara×Regression ya Kiasi (Quantile Regression)×Kikokotozi cha Tau (τ) chaUREJESHO×
NyanjaTakwimuEkonometrikiTakwimu
FamiliaRegression modelRegression modelRegression model
Mwaka wa asili198719781988
MwanzilishiVictor J. YohaiKoenker & BassettYohai & Zamar
AinaRobust linear regressionConditional quantile regressionRobust linear regression
Chanzo asiliaYohai, V. J. (1987). High Breakdown-Point and High Efficiency Robust Estimates for Regression. Annals of Statistics, 15(2), 642-656. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗Yohai, 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 ↗
Majina mbadalaMM-estimation, MM robust regression, high-breakdown high-efficiency estimator, MM-Tahmin Ediciconditional quantile regression, regression quantiles, Kantil Regresyontau regression estimator, robust tau regression, Tau-Tahmin Edici
Zinazohusiana554
MuhtasariThe 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.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.The 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.
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ScholarGateLinganisha mbinu: MM-Estimator · Quantile Regression · Tau Estimator. Imepatikana 2026-06-19 kutoka https://scholargate.app/sw/compare