Repeated median regression

<p>In <a href="/facts/Robust_statistics/RwIMvtD2">robust statistics</a>, repeated median regression, also known as the repeated median estimator, is a <a href="/facts/Robust_linear_regression/gGvbTtVC">robust linear regression</a> algorithm.
The estimator has a <a href="/facts/Breakdown_point/RwIMvtD2">breakdown point</a> of 50%. Although it is <a href="/facts/Equivariant/KkIkDwIH">equivariant</a> under scaling, or under <a href="/facts/Linear_transformation/Q1PBKNVV">linear transformations</a> of either its explanatory variable or its response variable, it is not under <a href="/facts/Affine_transformation/BD7yDr10">affine transformations</a> that combine both variables. It can be calculated in 
  
    
      
        O
        (
        
          n
          
            2
          
        
        )
      
    
    {\displaystyle O(n^{2})}
  
 time by brute force, in 
  
    
      
        O
        (
        n
        
          log
          
            2
          
        
        ⁡
        n
        )
      
    
    {\displaystyle O(n\log ^{2}n)}
  
 time using more sophisticated techniques, or in 
  
    
      
        O
        (
        n
        log
        ⁡
        n
        )
      
    
    {\displaystyle O(n\log n)}
  
 randomized expected time. It may also be calculated using an <a href="/facts/On-line_algorithm/64TsU7Yz">on-line algorithm</a> with 
  
    
      
        O
        (
        n
        )
      
    
    {\displaystyle O(n)}
  
 update time.
</p>

Repeated median regression open-in-new

Repeated median regression