So sánh phương pháp

	Biểu đồ hộp điều chỉnh cho phân phối lệch	Suy luận Bootstrap	Ước lượng Độ lệch Tuyệt đối Trung vị (MAD)	Phân tích chuỗi thời gian mạnh mẽ
Lĩnh vực	Thống kê	Thống kê	Thống kê	Thống kê
Họ	Regression model	Regression model	Regression model	Regression model
Năm ra đời	2008	1979	1974	2019
Người khởi xướng	Hubert & Vandervieren	Bradley Efron	Hampel (influence-curve treatment); classical robust statistics	Maronna, Martin, Yohai & Salibián-Barrera (textbook treatment); robust estimation tradition
Loại	Robust outlier detection / descriptive visualization	Resampling-based inference	Robust scale estimator	Robust time series model (AR / MA / ARIMA)
Công trình gốc	Hubert, M. & Vandervieren, E. (2008). An Adjusted Boxplot for Skewed Distributions. Computational Statistics & Data Analysis, 52(12), 5186-5201.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393.	Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2019). Robust Statistics: Theory and Methods (with R) (2nd ed.). Wiley. ISBN: 978-1119214687
Tên gọi khác	adjusted box plot, medcouple boxplot, skewness-adjusted boxplot, Düzeltilmiş Kutu Grafiği (Adjusted Boxplot)	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini	robust ARIMA, robust autoregressive model, outlier-resistant time series, Robust Zaman Serisi Analizi
Liên quan	5	5	5	5
Tóm tắt	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.	Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.	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 Time Series Analysis fits autoregressive, moving-average, and ARIMA models to series that contain outliers or structural breaks, using M-estimation or MM-estimation instead of ordinary least squares so that a few anomalous observations do not distort the fit. It follows the robust statistics tradition consolidated in Maronna, Martin, Yohai and Salibián-Barrera (2019).