Võrdle meetodeid

	Plokk-bootstrapping (liikuv plokk ja statsionaarne)	Bootstrap-meetodist	Jackknife'i korduvvalimimeetod	Tavaline vähimruutude (OLS) regressioon
Valdkond	Statistika	Statistika	Statistika	Ökonomeetria
Perekond	Regression model	Regression model	Regression model	Regression model
Tekkeaasta	1989	1979	1956	2019
Looja	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Quenouille (1956); reviewed by Miller (1974)	Wooldridge (textbook treatment); classical least squares
Tüüp	Resampling inference for dependent data	Resampling-based inference	Resampling / bias and variance estimation	Linear regression
Algallikas	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.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Rööpnimetused	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	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Seotud	5	5	5	5
Kokkuvõte	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.	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).