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مقدّر ثيل-سن×انحدار الكوانتيل×
المجالالإحصاءالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19681978
صاحب الطريقةHenri Theil (1950); P. K. Sen (1968)Koenker & Bassett
النوعRobust linear regressionConditional quantile regression
المصدر التأسيسيSen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
الأسماء البديلةTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimatorconditional quantile regression, regression quantiles, Kantil Regresyon
ذات صلة65
الملخصThe Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
ScholarGateمجموعة البيانات
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  3. PUBLISHED
  1. v1
  2. 2 المصادر
  3. PUBLISHED

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ScholarGateقارن الطرق: Theil-Sen Estimator · Quantile Regression. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare