Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Надійна відстань Махаланобіса× | Скоригований ящиковий графік для асиметричних розподілів× | Оцінка медіанного абсолютного відхилення (MAD)× | |
|---|---|---|---|
| Галузь | Статистика | Статистика | Статистика |
| Родина | Regression model | Regression model | Regression model |
| Рік появи≠ | 1990 | 2008 | 1974 |
| Автор методу≠ | Rousseeuw & Van Zomeren (robust distance); Filzmoser, Garrett & Reimann (multivariate outlier detection) | Hubert & Vandervieren | Hampel (influence-curve treatment); classical robust statistics |
| Тип≠ | Robust multivariate outlier detection | Robust outlier detection / descriptive visualization | Robust scale estimator |
| Основоположне джерело≠ | Rousseeuw, P. J. & Van Zomeren, B. C. (1990). Unmasking Multivariate Outliers and Leverage Points. Journal of the American Statistical Association, 85(411), 633-639. DOI ↗ | Hubert, M. & Vandervieren, E. (2008). An Adjusted Boxplot for Skewed Distributions. Computational Statistics & Data Analysis, 52(12), 5186-5201. DOI ↗ | Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗ |
| Інші назви | MCD Mahalanobis distance, robust mahalanobis, minimum covariance determinant distance, Robust Mahalanobis Uzaklığı | adjusted box plot, medcouple boxplot, skewness-adjusted boxplot, Düzeltilmiş Kutu Grafiği (Adjusted Boxplot) | median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini |
| Пов'язані | 5 | 5 | 5 |
| Підсумок≠ | Robust Mahalanobis Distance flags multivariate outliers by measuring how far each observation lies from the centre of the data using a robust covariance estimate. It builds on the robust-distance framework of Rousseeuw and Van Zomeren (1990) and the multivariate outlier-detection approach of Filzmoser, Garrett and Reimann (2005), replacing the classical mean and covariance with the Minimum Covariance Determinant (MCD) estimate so that the outliers themselves do not distort the distance. | The Adjusted Boxplot is a robust descriptive tool introduced by Hubert and Vandervieren (2008) that corrects the classical IQR-based boxplot for skewness using the medcouple statistic, reducing the false labelling of outliers in asymmetric data. | Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result. |
| ScholarGateНабір даних ↗ |
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