Linganisha mbinu

	Regression ya RANSAC	Usawa wa Viwango Vidogo Vilivyopunguzwa (LTS) Regression	Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)	Uthabiti wa Makadirio ya Kovariansi (MCD)
Nyanja	Takwimu	Takwimu	Ekonometriki	Takwimu
Familia	Regression model	Regression model	Regression model	Regression model
Mwaka wa asili	1981	1984	2019	1999
Mwanzilishi	Fischler & Bolles	Peter J. Rousseeuw	Wooldridge (textbook treatment); classical least squares	Rousseeuw; Rousseeuw & Van Driessen (Fast-MCD)
Aina	Robust linear regression	Robust linear regression	Linear regression	Robust multivariate location-scatter estimator
Chanzo asilia	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.	Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223.
Majina mbadala	random sample consensus, RANSAC, robust regression, RANSAC Regresyonu	LTS, least trimmed squares regression, trimmed least squares, robust regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	minimum covariance determinant, MCD estimator, robust covariance estimation, Robust Kovaryans Tahmini (MCD)
Zinazohusiana	5	5	5	4
Muhtasari	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.	Least Trimmed Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of fitting all residuals, it estimates the coefficients by minimising the sum of only the h smallest squared residuals, which gives it a breakdown point of up to 50% and reliable estimates on data heavily contaminated by outliers.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	Robust Covariance via the Minimum Covariance Determinant (MCD) estimates a multivariate mean vector and covariance matrix that are not distorted by outliers. It was made practical by the Fast-MCD algorithm of Rousseeuw and Van Driessen (1999), building on Rousseeuw's earlier work on robust estimation.