Robust regression
Also known as M-estimation, Huber regression. This is the canonical page; those names redirect here.
Pairings in the atlas
- Huber M-estimationstandardOutlier-resistant regressionstatistics-inference
Rivals: other methods for the same problems
- Elastic net
- Gaussian process regression
- Generalized least squares
- Iteratively reweighted least squares
- Kernel ridge regression
- LARS
- Lasso regression
- Linear regression
- Multi-output Gaussian process
- Ordinary least squares
- Quantile regression
- Relevance vector machine
- Ridge regression
- Student-t process
- Support vector regression