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  2. Quantile regression - Wikipedia

    en.wikipedia.org/wiki/Quantile_regression

    Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares estimates the conditional mean of the response variable across values of the predictor variables, quantile regression estimates the conditional median (or other quantiles) of the response variable.

  3. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    The Theil–Sen estimator is a simple robust estimation technique that chooses the slope of the fit line to be the median of the slopes of the lines through pairs of sample points. It has similar statistical efficiency properties to simple linear regression but is much less sensitive to outliers .

  4. Repeated median regression - Wikipedia

    en.wikipedia.org/wiki/Repeated_median_regression

    In robust statistics, repeated median regression, also known as the repeated median estimator, is a robust linear regression algorithm. The estimator has a breakdown point of 50%. [ 1 ] Although it is equivariant under scaling, or under linear transformations of either its explanatory variable or its response variable, it is not under affine ...

  5. Template:Median - Wikipedia

    en.wikipedia.org/wiki/Template:Median

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  6. Hodges–Lehmann estimator - Wikipedia

    en.wikipedia.org/wiki/Hodges–Lehmann_estimator

    In statistics, the Hodges–Lehmann estimator is a robust and nonparametric estimator of a population's location parameter.For populations that are symmetric about one median, such as the Gaussian or normal distribution or the Student t-distribution, the Hodges–Lehmann estimator is a consistent and median-unbiased estimate of the population median.

  7. Median absolute deviation - Wikipedia

    en.wikipedia.org/wiki/Median_absolute_deviation

    The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic , being more resilient to outliers in a data set than the standard deviation . In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it.

  8. M-estimator - Wikipedia

    en.wikipedia.org/wiki/M-estimator

    Such an estimator is not necessarily an M-estimator of ρ-type, but if ρ has a continuous first derivative with respect to , then a necessary condition for an M-estimator of ψ-type to be an M-estimator of ρ-type is (,) = (,). The previous definitions can easily be extended to finite samples.

  9. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    Linear trend estimation is a statistical technique used to analyze data patterns. Data patterns, or trends, occur when the information gathered tends to increase or decrease over time or is influenced by changes in an external factor.