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Odhad Theil-Sen×Bootstrap Inference×
OborStatistikaStatistika
RodinaRegression modelRegression model
Rok vzniku19681979
TvůrceHenri Theil (1950); P. K. Sen (1968)Bradley Efron
TypRobust linear regressionResampling-based inference
Původní zdrojSen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗
Další názvyTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimatorbootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Příbuzné65
ShrnutíThe 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%.Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.
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ScholarGatePorovnat metody: Theil-Sen Estimator · Bootstrap Inference. Získáno 2026-06-17 z https://scholargate.app/cs/compare