Σύγκριση μεθόδων

	Επαγωγή Bootstrap	Δοκιμή Diebold-Mariano για Ίση Προβλεπτική Ακρίβεια
Πεδίο	Στατιστική	Οικονομετρία
Οικογένεια	Regression model	Hypothesis test
Έτος προέλευσης	1979	1995
Δημιουργός	Bradley Efron	Francis Diebold & Roberto Mariano
Τύπος	Resampling-based inference	Non-parametric forecast comparison test
Θεμελιώδης πηγή	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263.
Εναλλακτικές ονομασίες	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	DM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi
Συναφείς	5	3
Σύνοψη	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 Diebold-Mariano (DM) test, introduced by Diebold and Mariano in 1995, is a widely used non-parametric procedure for formally comparing the predictive accuracy of two competing forecasting models. It evaluates whether the difference in forecast errors between two models is statistically significant, without requiring nested models or specific distributional assumptions about the forecasts, making it broadly applicable across economics, finance, and time-series analysis.