Võrdle meetodeid

	Bayes'i bootstrap (Rubin)	Plokk-bootstrapping (liikuv plokk ja statsionaarne)	Bootstrap-meetodist	Jackknife'i korduvvalimimeetod
Valdkond	Statistika	Statistika	Statistika	Statistika
Perekond	Regression model	Regression model	Regression model	Regression model
Tekkeaasta	1981	1989	1979	1956
Looja	Rubin (1981); large-sample theory by Lo (1987)	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Quenouille (1956); reviewed by Miller (1974)
Tüüp	Resampling / posterior simulation	Resampling inference for dependent data	Resampling-based inference	Resampling / bias and variance estimation
Algallikas	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.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360.
Rööpnimetused	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme
Seotud	5	5	5	5
Kokkuvõte	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).	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.