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Blokový bootstrap (pohyblivý blok a stacionární)×Bootstrap Inference×Jackknife Resampling×
OborStatistikaStatistikaStatistika
RodinaRegression modelRegression modelRegression model
Rok vzniku198919791956
TvůrceKünsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley EfronQuenouille (1956); reviewed by Miller (1974)
TypResampling inference for dependent dataResampling-based inferenceResampling / bias and variance estimation
Původní zdrojKünsch, 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 ↗Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. DOI ↗
Další názvymoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımıleave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme
Příbuzné555
ShrnutíBlock 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.The jackknife is a classical resampling method that estimates the bias and variance of a statistic by systematically recomputing it with one observation left out at a time. Introduced by Quenouille in 1956 and later reviewed by Miller in 1974, it predates the bootstrap and remains a simple, deterministic tool for assessing estimator stability.
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ScholarGatePorovnat metody: Block Bootstrap · Bootstrap Inference · Jackknife. Získáno 2026-06-16 z https://scholargate.app/cs/compare