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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.
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 ...
Two basic numerical approaches to obtain the MMSE estimate depends on either finding the conditional expectation {} or finding the minima of MSE. Direct numerical evaluation of the conditional expectation is computationally expensive since it often requires multidimensional integration usually done via Monte Carlo methods .
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 .
L-estimators can also be used as statistics in their own right – for example, the median is a measure of location, and the IQR is a measure of dispersion. In these cases, the sample statistics can act as estimators of their own expected value; for example, the sample median is an estimator of the population median.
In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation between observations from different timepoints. [1] [2]
The learning of PGMs encoding multivariate distributions is a computationally expensive task, therefore, it is usual for EDAs to estimate multivariate statistics from bivariate statistics. Such relaxation allows PGM to be built in polynomial time in N {\displaystyle N} ; however, it also limits the generality of such EDAs.
The one-sided variant can be used to prove the proposition that for probability distributions having an expected value and a median, the mean and the median can never differ from each other by more than one standard deviation. To express this in symbols let μ, ν, and σ be respectively the mean, the median, and the standard deviation. Then