Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Estimatorul Theil-Sen× | Testul de permutare (randomizare)× | |
|---|---|---|
| Domeniu | Statistică | Statistică |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 1968 | 2005 |
| Autorul original≠ | Henri Theil (1950); P. K. Sen (1968) | Good (2005); Edgington & Onghena (2007); resampling tradition |
| Tip≠ | Robust linear regression | Nonparametric resampling test |
| Sursa seminală≠ | 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 ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| Denumiri alternative≠ | Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| Înrudite≠ | 6 | 5 |
| Rezumat≠ | 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%. | 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. |
| ScholarGateSet de date ↗ |
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