Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Plokk-bootstrapping (liikuv plokk ja statsionaarne)× | Jackknife'i korduvvalimimeetod× | Permutatsioonitest (randomiseerimistest)× | |
|---|---|---|---|
| Valdkond | Statistika | Statistika | Statistika |
| Perekond | Regression model | Regression model | Regression model |
| Tekkeaasta≠ | 1989 | 1956 | 2005 |
| Looja≠ | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) | Quenouille (1956); reviewed by Miller (1974) | Good (2005); Edgington & Onghena (2007); resampling tradition |
| Tüüp≠ | Resampling inference for dependent data | Resampling / bias and variance estimation | Nonparametric resampling test |
| Algallikas≠ | Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗ | Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. DOI ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| Rööpnimetused≠ | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) | leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| Seotud | 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). | 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. | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. |
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