Võrdle meetodeid

	Bayes'i bootstrap (Rubin)	Plokk-bootstrapping (liikuv plokk ja statsionaarne)	Tavaline vähimruutude (OLS) regressioon
Valdkond	Statistika	Statistika	Ökonomeetria
Perekond	Regression model	Regression model	Regression model
Tekkeaasta	1981	1989	2019
Looja	Rubin (1981); large-sample theory by Lo (1987)	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Wooldridge (textbook treatment); classical least squares
Tüüp	Resampling / posterior simulation	Resampling inference for dependent data	Linear regression
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.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Rööpnimetused	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Seotud	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).	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).