Abstract #301586

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JSM 2002 Abstract #301586
Activity Number: 321
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 12:00 PM to 1:50 PM
Sponsor: Biopharmaceutical Section*
Abstract - #301586
Title: A Note on the Distribution of the Theil-Sen Estimator
Author(s): Alfred Barron*+
Affiliation(s): Johnson & Johnson Pharmaceutical R&D
Address: 1000 Route 202, OMP Rm G-35, Raritan, New Jersey, 08869, USA
Keywords: Theil-Sen ; repeated median ; nonparametric regression
Abstract:

This note explores the distribution of the Theil-Sen estimator, including comparison with a related repeated median method.

Approximate confidence intervals are constructed using a variety of resampling methods, including classical variants of the jackknife and bootstrap.

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Revised March 2002