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Linganisha mbinu

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Mbinu ya S-estimator kwa ajili ya Regresi Imara×Mkadiri wa Theil-Sen×
NyanjaTakwimuTakwimu
FamiliaRegression modelRegression model
Mwaka wa asili19841968
MwanzilishiRousseeuw & Yohai (1984)Henri Theil (1950); P. K. Sen (1968)
AinaRobust linear regressionRobust linear regression
Chanzo asiliaRousseeuw, P. J. & Yohai, V. J. (1984). Robust Regression by Means of S-Estimators. In Robust and Nonlinear Time Series Analysis (Lecture Notes in Statistics, Vol. 26, pp. 256-272). Springer. 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 ↗
Majina mbadalaS-estimation, robust S-regression, S-Tahmin EdiciTheil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
Zinazohusiana56
MuhtasariThe S-estimator is a robust linear-regression method, introduced by Rousseeuw and Yohai in 1984, that estimates the coefficients by minimising a robust M-estimate of the residual scale rather than the variance of the residuals. By driving down a bounded measure of residual spread it can attain a breakdown point of up to 50%, so it stays reliable even when a large share of the data are outliers, and it provides the first stage of the well-known MM-estimator.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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  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

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ScholarGateLinganisha mbinu: S-Estimator · Theil-Sen Estimator. Imepatikana 2026-06-19 kutoka https://scholargate.app/sw/compare