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Theil-Sen Estimator/Evidence
Method evidence record

Theil-Sen Estimator

The 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%.

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Theil-Sen Estimator (Median Slope Regression)
Taxonomic method record · regression-model / statistics
  • Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389. · DOI 10.1080/01621459.1968.10480934
  • Theil, H. (1950). A Rank-Invariant Method of Linear and Polynomial Regression Analysis. Proceedings of the Royal Netherlands Academy of Sciences, 53, 386-392, 521-525, 1397-1412. · URL
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Related methods

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Same method familyBootstrap Inferencemachine-suggested · Relational suggestion, not evidence.Same method familyLeast Trimmed Squaresmachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPermutation Testmachine-suggested · Relational suggestion, not evidence.Same method familyQuantile Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyWinsorized Estimationmachine-suggested · Relational suggestion, not evidence.

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Sources

2 recorded citations, copied from the method source record.

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