Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Testul de permutare (randomizare)× | Estimatorul Theil-Sen× | |
|---|---|---|
| Domeniu | Statistică | Statistică |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 2005 | 1968 |
| Autorul original≠ | Good (2005); Edgington & Onghena (2007); resampling tradition | Henri Theil (1950); P. K. Sen (1968) |
| Tip≠ | Nonparametric resampling test | Robust linear regression |
| Sursa seminală≠ | 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 ↗ |
| Denumiri alternative≠ | randomization test, exact permutation test, re-randomization test, Permütasyon Testi | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator |
| Înrudite≠ | 5 | 6 |
| Rezumat≠ | 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%. |
| ScholarGateSet de date ↗ |
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