方法证据记录
Huber Regression
Huber regression is a robust linear regression method, introduced by Peter J. Huber in 1964, that resists the influence of outliers by treating small and large residuals differently. It applies a squared (OLS-like) loss to small residuals and a milder absolute-value loss to large ones, so extreme observations cannot dominate the fit.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Huber Robust Regression (M-estimation)
分类方法记录 · regression-model / statistics
- Huber, P. J. (1964). Robust Estimation of a Location Parameter. Annals of Mathematical Statistics, 35(1), 73-101. · DOI 10.1214/aoms/1177703732
- Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., & Stahel, W. A. (1986). Robust Statistics: The Approach Based on Influence Functions. Wiley. · ISBN 978-0471735779
精选声明
声明已持久化到证据分类账中,每个声明都有自己的评估。
尚无精选声明
当分类账中没有声明时,此视图不会自行创建声明评估。
相关方法
从方法图中生成,显示为机器建议的关系 — 不推断任何证据声明。