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테일-센 추정량×부트스트랩 추론×
분야통계학통계학
계열Regression modelRegression model
기원 연도19681979
창시자Henri Theil (1950); P. K. Sen (1968)Bradley Efron
유형Robust linear regressionResampling-based inference
원전Sen, 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 ↗
별칭Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimatorbootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
관련65
요약The 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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