Methoden vergleichen

	Bayesian Bootstrap (Rubin)	Block-Bootstrap (Moving Block und Stationär)	Jackknife-Resampling	Permutationstest (Randomisierungstest)
Fachgebiet	Statistik	Statistik	Statistik	Statistik
Familie	Regression model	Regression model	Regression model	Regression model
Entstehungsjahr	1981	1989	1956	2005
Urheber	Rubin (1981); large-sample theory by Lo (1987)	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Quenouille (1956); reviewed by Miller (1974)	Good (2005); Edgington & Onghena (2007); resampling tradition
Typ	Resampling / posterior simulation	Resampling inference for dependent data	Resampling / bias and variance estimation	Nonparametric resampling test
Wegweisende Quelle	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241.	Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360.	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Aliasnamen	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Verwandt	5	5	5	5
Zusammenfassung	The Bayesian Bootstrap, introduced by Donald B. Rubin in 1981, is a resampling method that produces a Bayesian counterpart to the frequentist bootstrap by assigning each observation a random weight drawn from a Dirichlet distribution. It yields a full posterior distribution for a statistic and allows prior information to be incorporated.	Block 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).	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.	The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.