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Block Bootstrap/Evidence
Method evidence record

Block Bootstrap

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).

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Block Bootstrap (Moving Block and Stationary Bootstrap)
Taxonomic method record · regression-model / statistics
  • Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. · DOI 10.1214/aos/1176347265
  • Politis, D. N., & Romano, J. P. (1994). The Stationary Bootstrap. Journal of the American Statistical Association, 89(428), 1303-1313. · DOI 10.1080/01621459.1994.10476870
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyBootstrap Inferencemachine-suggested · Relational suggestion, not evidence.Same method familyJackknifemachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPermutation Testmachine-suggested · Relational suggestion, not evidence.Same method familyQuantile Regressionmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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