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Bootstrap-inferens×Theil-Sen-estimator×
FagfeltStatistikkStatistikk
FamilieRegression modelRegression model
Opprinnelsesår19791968
OpphavspersonBradley EfronHenri Theil (1950); P. K. Sen (1968)
TypeResampling-based inferenceRobust linear regression
Opprinnelig kildeEfron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗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 ↗
Aliasbootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap ÇıkarımıTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
Relaterte56
SammendragBootstrap 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.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%.
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ScholarGateSammenlign metoder: Bootstrap Inference · Theil-Sen Estimator. Hentet 2026-06-18 fra https://scholargate.app/no/compare