ScholarGate
Assistant

Comparer des méthodes

Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.

Bootstrap par blocs (blocs mobiles et stationnaires)×Rééchantillonnage par jackknife×Test par permutation (ou randomisation)×
DomaineStatistiqueStatistiqueStatistique
FamilleRegression modelRegression modelRegression model
Année d'origine198919562005
Auteur d'origineKünsch (moving block, 1989); Politis & Romano (stationary, 1994)Quenouille (1956); reviewed by Miller (1974)Good (2005); Edgington & Onghena (2007); resampling tradition
TypeResampling inference for dependent dataResampling / bias and variance estimationNonparametric resampling test
Source fondatriceKünsch, 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
Aliasmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örneklemerandomization test, exact permutation test, re-randomization test, Permütasyon Testi
Apparentées555
RésuméBlock 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.
ScholarGateJeu de données
  1. v1
  2. 2 Sources
  3. PUBLISHED
  1. v1
  2. 2 Sources
  3. PUBLISHED
  1. v1
  2. 2 Sources
  3. PUBLISHED

Aller à la recherche Télécharger les diapositives

ScholarGateComparer des méthodes: Block Bootstrap · Jackknife · Permutation Test. Consulté le 2026-06-17 sur https://scholargate.app/fr/compare