In non-parametric statistics, the Theil–Sen estimator is a method for robustly fitting a line to sample points in the plane (simple linear regression)...
27 KB (2,818 words) - 22:30, 29 April 2025
inventing the Hodges–Lehmann estimator independently of and contemporaneously with Hodges and Lehmann and for the Theil–Sen estimator, a form of robust regression...
11 KB (890 words) - 19:40, 17 February 2025
Median (redirect from Median unbiased estimator)
population median. The Hodges–Lehmann estimator has been generalized to multivariate distributions. The Theil–Sen estimator is a method for robust linear regression...
63 KB (8,022 words) - 02:51, 20 May 2025
is also responsible for the Theil–Sen estimator for robust regression. Theil's archives are kept at Hope College. Theil published a series of books and...
7 KB (713 words) - 00:28, 10 May 2025
vectors, potentially with more covariates than observations. The Theil–Sen estimator is a simple robust estimation technique that chooses the slope of...
75 KB (10,482 words) - 17:25, 13 May 2025
Repeated median regression (redirect from Repeated median estimator)
estimating A ^ {\displaystyle {\widehat {A}}} in Theil–Sen estimator regression. Theil–Sen estimator Peter J. Rousseeuw, Nathan S. Netanyahu, and David...
4 KB (568 words) - 05:01, 29 April 2025
derived the minimum-variance unbiased estimator for the population R2, which is known as Olkin–Pratt estimator. Comparisons of different approaches for...
45 KB (6,216 words) - 05:14, 27 February 2025
(2007) the preferred choice of Rousseeuw and Ryan (1997, 2008). The Theil–Sen estimator has a lower breakdown point than LTS but is statistically efficient...
21 KB (2,643 words) - 19:29, 24 March 2025
deviations (minimizing the sum of absolute values of residuals) and the Theil–Sen estimator (which chooses a line whose slope is the median of the slopes determined...
32 KB (5,331 words) - 19:00, 25 April 2025
(statistics) (related to GLM) Overfitting Statistical model validation Theil–Sen estimator Berk, Robert H.; Jones, Douglas H. (1979). "Goodness-of-fit test...
9 KB (1,150 words) - 17:39, 20 September 2024
Linear function Line of greatest slope Mediant Slope definitions Theil–Sen estimator, a line with the median slope among a set of sample points Clapham...
18 KB (2,704 words) - 05:13, 18 April 2025
create an approximately consistent estimator. The estimator is therefore close in spirit to the Theil-Sen estimator. The parameter a {\displaystyle a}...
6 KB (759 words) - 18:51, 13 January 2024
possibly seminal magazine article The Unscrambler – software Theil index Theil–Sen estimator Theory of conjoint measurement Therapeutic effect Thompson...
87 KB (8,280 words) - 23:04, 12 March 2025
Spearman's rank correlation coefficient Goodman and Kruskal's gamma Theil–Sen estimator Mann–Whitney U test - it is equivalent to Kendall's tau correlation...
31 KB (5,437 words) - 21:11, 2 April 2025
Rosenkrantz-Theil (1977), former member of Danish parliament Theil index, a statistical algorithm used to measure economic inequality Theil–Sen estimator, a statistical...
1 KB (136 words) - 03:50, 15 April 2024
dual form) in robust statistics as the problem of computing the Theil–Sen estimator of a set of points. Marc van Kreveld suggested the algorithmic problem...
60 KB (6,722 words) - 21:53, 9 March 2025
( n log n ) {\displaystyle O(n\log n)} time algorithm for the Theil–Sen estimator, a method in robust statistics for fitting a line to a set of points...
25 KB (3,699 words) - 00:36, 27 December 2024
Specific tests Bayesian inference Bayesian probability prior posterior Credible interval Bayes factor Bayesian estimator Maximum posterior estimator...
31 KB (3,153 words) - 10:42, 10 May 2025
_{i=1}^{n}(n+1-i)y_{i}}{\sum _{i=1}^{n}y_{i}}}\right)\right)} is a consistent estimator of the population Gini coefficient, but is not in general unbiased. In...
94 KB (10,898 words) - 02:54, 23 April 2025
Stephen Bond, he developed the Arellano–Bond estimator, a widely used GMM estimator for panel data. This estimator is based on the earlier article by Arellano's...
5 KB (367 words) - 15:18, 20 July 2024
estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic...
5 KB (480 words) - 22:25, 11 August 2023
normal estimators) with less stringent maintained model assumptions than needed for maximum likelihood estimation. However, these estimators are mathematically...
23 KB (2,122 words) - 12:01, 19 May 2025
demography. A widely known contribution by Nerlove in econometrics is the estimator for the random effects model in panel data analysis, which is implemented...
18 KB (1,728 words) - 08:16, 17 April 2025