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单词 Slope selection
释义

Slope selection

英语百科

Theil–Sen estimator

The Theil–Sen estimator of a set of sample points with outliers (black line) compared to the non-robust simple linear regression line for the same set (blue). The dashed green line represents the ground truth from which the samples were generated.

In non-parametric statistics, there is a method for robustly fitting a line to a set of points (simple linear regression) that chooses the median slope among all lines through pairs of two-dimensional sample points. It has been called the Theil–Sen estimator, Sen's slope estimator, slope selection, the single median method, the Kendall robust line-fit method, and the Kendall–Theil robust line. It is named after Henri Theil and Pranab K. Sen, who published papers on this method in 1950 and 1968 respectively, and after Maurice Kendall.

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更新时间:2025/6/21 18:31:07