Regression model
中位数绝对离差 (MAD) 估计
中位数绝对离差估计是一种稳健的统计离散度量，在存在异常值时可替代标准差。它植根于 Hampel (1974) 形式化的影响函数框架，使用中位数而非均值来概括连续变量的离散程度，因此单个极端值不会扭曲结果。
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Method map
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来源
- Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI: 10.1080/01621459.1974.10482962 ↗
- Rousseeuw, P. J. & Croux, C. (1993). Alternatives to the Median Absolute Deviation. Journal of the American Statistical Association, 88(424), 1273-1283. DOI: 10.1080/01621459.1993.10476408 ↗
如何引用本页
ScholarGate. (2026, June 1). Median Absolute Deviation Estimation. ScholarGate. https://scholargate.app/zh/statistics/mad-estimation
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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