방법 비교
선택한 방법을 나란히 검토하세요. 서로 다른 행은 강조 표시됩니다.
| 순열 (무작위화) 검정× | 테일-센 추정량× | |
|---|---|---|
| 분야 | 통계학 | 통계학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2005 | 1968 |
| 창시자≠ | Good (2005); Edgington & Onghena (2007); resampling tradition | Henri Theil (1950); P. K. Sen (1968) |
| 유형≠ | Nonparametric resampling test | Robust linear regression |
| 원전≠ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 | 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 ↗ |
| 별칭≠ | randomization test, exact permutation test, re-randomization test, Permütasyon Testi | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| 관련≠ | 5 | 6 |
| 요약≠ | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. | 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%. |
| ScholarGate데이터셋 ↗ |
|
|