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테일-센 추정량×순열 (무작위화) 검정×
분야통계학통계학
계열Regression modelRegression model
기원 연도19682005
창시자Henri Theil (1950); P. K. Sen (1968)Good (2005); Edgington & Onghena (2007); resampling tradition
유형Robust linear regressionNonparametric resampling test
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 ↗Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
별칭Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimatorrandomization test, exact permutation test, re-randomization test, Permütasyon Testi
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%.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.
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