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Блоков бутстрап (подвижни блокове и стационарен)×Бутстрап извод×
ОбластСтатистикаСтатистика
СемействоRegression modelRegression model
Година на възникване19891979
СъздателKünsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley Efron
ТипResampling inference for dependent dataResampling-based inference
Основополагащ източникKünsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗
Други названияmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Свързани55
РезюмеBlock bootstrap is a resampling method for dependent, autocorrelated time-series data: instead of resampling single observations, it resamples whole blocks of consecutive observations so the serial-correlation structure is preserved. The moving block variant was introduced by Künsch (1989) and the stationary variant by Politis and Romano (1994).Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED

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ScholarGateСравнение на методи: Block Bootstrap · Bootstrap Inference. Извлечено на 2026-06-15 от https://scholargate.app/bg/compare