Regression model
W-估计量稳健回归（Welsch / Tukey Bisquare）
W-估计量是稳健M-估计量在线性回归中的一个变体家族，它使用Tukey双平方和Welsch权重函数，其研究可追溯到Beaton和Tukey（1974）的工作。由于其权重随着残差的增大而迅速趋近于零，因此它比Huber M-估计量更能抵抗异常值。
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来源
- Beaton, A. E. & Tukey, J. W. (1974). The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data. Technometrics, 16(2), 147-185. DOI: 10.1080/00401706.1974.10489171 ↗
- 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
如何引用本页
ScholarGate. (2026, June 1). W-Estimator Robust Regression (Welsch / Tukey Bisquare). ScholarGate. https://scholargate.app/zh/statistics/w-estimator
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