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Надійна відстань Махаланобіса×Оцінка медіанного абсолютного відхилення (MAD)×Робастна ANOVA (t-критерій Уелча та обрізане середнє)×
ГалузьСтатистикаСтатистикаСтатистика
РодинаRegression modelRegression modelRegression model
Рік появи199019741951
Автор методуRousseeuw & Van Zomeren (robust distance); Filzmoser, Garrett & Reimann (multivariate outlier detection)Hampel (influence-curve treatment); classical robust statisticsWelch (1951); robust trimmed-mean approach popularised by Wilcox
ТипRobust multivariate outlier detectionRobust scale estimatorRobust one-way analysis of variance
Основоположне джерелоRousseeuw, P. J. & Van Zomeren, B. C. (1990). Unmasking Multivariate Outliers and Leverage Points. Journal of the American Statistical Association, 85(411), 633-639. 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 ↗Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika, 38(3/4), 330-336. DOI ↗
Інші назвиMCD Mahalanobis distance, robust mahalanobis, minimum covariance determinant distance, Robust Mahalanobis Uzaklığımedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) TahminiWelch ANOVA, trimmed-mean ANOVA, heteroscedastic one-way ANOVA, Robust ANOVA (Welch & Trimmed Mean)
Пов'язані555
ПідсумокRobust 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.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.Robust ANOVA compares the central tendency of three or more groups when the classical assumptions of normality and equal variances fail. It combines Welch's heteroscedasticity-adjusted statistic, introduced by Welch in 1951, with trimmed-mean tests advanced by Wilcox, giving reliable comparisons in the presence of outliers and unequal group spreads.
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ScholarGateПорівняння методів: Robust Mahalanobis Distance · MAD Estimation · Robust ANOVA. Отримано 2026-06-18 з https://scholargate.app/uk/compare