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	एस-अनुमानक (S-Estimator) सुदृढ़ प्रतिगमन (Robust Regression) के लिए	थेल-सेन अनुमानक
क्षेत्र	सांख्यिकी	सांख्यिकी
परिवार	Regression model	Regression model
उद्भव वर्ष	1984	1968
प्रवर्तक	Rousseeuw & Yohai (1984)	Henri Theil (1950); P. K. Sen (1968)
प्रकार	Robust linear regression	Robust linear regression
मौलिक स्रोत	Rousseeuw, P. J. & Yohai, V. J. (1984). Robust Regression by Means of S-Estimators. In Robust and Nonlinear Time Series Analysis (Lecture Notes in Statistics, Vol. 26, pp. 256-272). Springer.	Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389.
उपनाम	S-estimation, robust S-regression, S-Tahmin Edici	Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
संबंधित	5	6
सारांश	The S-estimator is a robust linear-regression method, introduced by Rousseeuw and Yohai in 1984, that estimates the coefficients by minimising a robust M-estimate of the residual scale rather than the variance of the residuals. By driving down a bounded measure of residual spread it can attain a breakdown point of up to 50%, so it stays reliable even when a large share of the data are outliers, and it provides the first stage of the well-known MM-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%.