Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Estimador de Theil-Sen× | Estimación Winsorizada× | |
|---|---|---|
| Campo | Estadística | Estadística |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1968 | 1960 |
| Autor original≠ | Henri Theil (1950); P. K. Sen (1968) | Dixon (1960); robust estimation tradition (Wilcox) |
| Tipo≠ | Robust linear regression | Robust location/scale estimator |
| Fuente seminal≠ | 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 ↗ | Dixon, W. J. (1960). Simplified Estimation from Censored Normal Samples. Annals of Mathematical Statistics, 31(2), 385-391. DOI ↗ |
| Alias≠ | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator | winsorization, winsorized mean, Winsorize Edilmiş Tahmin |
| Relacionados≠ | 6 | 5 |
| Resumen≠ | 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%. | Winsorized estimation is a robust technique that reduces the influence of outliers by clamping the extreme percentiles of a distribution to a chosen threshold. Introduced by Dixon (1960) and developed in the robust-estimation tradition of Wilcox, it keeps every observation in the sample rather than discarding any. |
| ScholarGateConjunto de datos ↗ |
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