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

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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 biweight
surface form: Tukey's bisquare

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 biweight
this entity surface form: Tukey's bisquare