Tukey's biweight

E371259

Tukey's biweight is a robust statistical estimator that downweights outliers to provide resistant measures of central tendency or regression fits.

All labels observed (2)

Label Occurrences
Tukey's bisquare 1
Tukey's biweight canonical 1

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf M-estimator ⓘ
redescending M-estimator ⓘ
robust location estimator ⓘ
robust regression estimator ⓘ
robust statistical estimator ⓘ
advantage provides more stable estimates under contamination ⓘ
reduces influence of extreme outliers ⓘ
alsoKnownAs Tukey's bisquare ⓘ
linked to: Tukey's biweight

bisquare estimator ⓘ
biweight estimator ⓘ
appliedIn outlier-resistant curve fitting ⓘ
robust estimation of mean-like quantities ⓘ
robust generalized linear models ⓘ
robust image analysis ⓘ
robust linear regression ⓘ
robust signal processing ⓘ
robust time series modeling ⓘ
belongsTo robust statistics ⓘ
statistical estimation theory ⓘ
comparedTo Huber M-estimator ⓘ
least squares estimator ⓘ
median-based estimators ⓘ
downweights observations with large residuals ⓘ
outliers in predictor space when used with appropriate algorithms ⓘ
outliers in the response variable ⓘ
hasProperty bounded influence function ⓘ
continuous weight function ⓘ
differentiable loss function ⓘ
high breakdown robustness compared to least squares ⓘ
less efficient than least squares under normality ⓘ
nonconvex loss function ⓘ
redescending influence function ⓘ
hasTuningParameter c ⓘ
implementedIn MATLAB robust fitting functions ⓘ
Python robust statistics libraries ⓘ
R robust regression packages ⓘ
influencedBy M-estimation theory ⓘ
limitation nonconvexity can cause multiple local minima in optimization ⓘ
requires choice of tuning constant c ⓘ
namedAfter John W. Tukey ⓘ
objectiveFunctionType loss function that flattens for large residuals ⓘ
loss function that is quadratic near zero residuals ⓘ
tuningParameterControls degree of downweighting of large residuals ⓘ
trade-off between robustness and efficiency ⓘ
usedFor downweighting outliers ⓘ
resistant statistical modeling ⓘ
robust estimation of central tendency ⓘ
robust regression ⓘ
weightFunctionZeroBeyond residuals with absolute standardized value greater than c ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

John W. Tukey → developedConcept → Tukey's biweight ⓘ
Tukey's biweight → alsoKnownAs → Tukey's bisquare ⓘ
linked to: Tukey's biweight