Σύγκριση μεθόδων

	Block Bootstrap (Moving Block και Stationary)	Παλινδρόμηση Ποσοστημορίων
Πεδίο	Στατιστική	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1989	1978
Δημιουργός	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Koenker & Bassett
Τύπος	Resampling inference for dependent data	Conditional quantile regression
Θεμελιώδης πηγή	Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Εναλλακτικές ονομασίες	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	conditional quantile regression, regression quantiles, Kantil Regresyon
Συναφείς	5	5
Σύνοψη	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).	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.