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)...
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Rosenkrantz-Theil (1977), former member of Danish parliament Theil index, a statistical algorithm used to measure economic inequality Theil–Sen estimator, a statistical...
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inventing the Hodges–Lehmann estimator independently of and contemporaneously with Hodges and Lehmann and for the Theil–Sen estimator, a form of robust regression...
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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...
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derived the minimum-variance unbiased estimator for the population R2, which is known as Olkin–Pratt estimator. Comparisons of different approaches for...
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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...
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vectors, potentially with more covariates than observations. The Theil–Sen estimator is a simple robust estimation technique that chooses the slope of...
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create an approximately consistent estimator. The estimator is therefore close in spirit to the Theil-Sen estimator. The parameter a {\displaystyle a}...
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(statistics) (related to GLM) Overfitting Statistical model validation Theil–Sen estimator Berk, Robert H.; Jones, Douglas H. (1979). "Goodness-of-fit test...
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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...
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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...
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possibly seminal magazine article The Unscrambler – software Theil index Theil–Sen estimator Theory of conjoint measurement Therapeutic effect Thompson...
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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...
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(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...
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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...
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( 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...
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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...
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_{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...
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Specific tests Bayesian inference Bayesian probability prior posterior Credible interval Bayes factor Bayesian estimator Maximum posterior estimator...
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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...
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normal estimators) with less stringent maintained model assumptions than needed for maximum likelihood estimation. However, these estimators are mathematically...
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estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic...
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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 (1,726 words) - 09:20, 13 September 2024