方法对比
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| 最小裁剪平方和(LTS)回归× | 最小中位数平方(LMS)回归× | |
|---|---|---|
| 领域 | 统计学 | 统计学 |
| 方法族 | Regression model | Regression model |
| 起源年份 | 1984 | 1984 |
| 提出者 | Peter J. Rousseeuw | Peter J. Rousseeuw |
| 类型 | Robust linear regression | Robust linear regression |
| 开创性文献 | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ | Rousseeuw, P. J. (1984). Least Median of Squares Regression. Journal of the American Statistical Association, 79(388), 871-880. DOI ↗ |
| 别名≠ | LTS, least trimmed squares regression, trimmed least squares, robust regression | LMS, least median of squares regression, en küçük medyan kareler (LMS) |
| 相关 | 5 | 5 |
| 摘要≠ | 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. | Least Median of Squares is a robust linear regression method introduced by Peter J. Rousseeuw in 1984. Instead of minimising the sum of squared residuals like ordinary least squares, it minimises the median of the squared residuals, which lets the fit resist contamination by up to roughly 50% outliers. |
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