השוואת שיטות
סקרו את השיטות שבחרתם זו לצד זו; שורות שבהן יש הבדל מודגשות.
| דגימת ג'קנייף (Jackknife Resampling)× | ניתוח סדרות עתיות חסין× | |
|---|---|---|
| תחום | סטטיסטיקה | סטטיסטיקה |
| משפחה | Regression model | Regression model |
| שנת המקור≠ | 1956 | 2019 |
| הוגה השיטה≠ | Quenouille (1956); reviewed by Miller (1974) | Maronna, Martin, Yohai & Salibián-Barrera (textbook treatment); robust estimation tradition |
| סוג≠ | Resampling / bias and variance estimation | Robust time series model (AR / MA / ARIMA) |
| מקור מכונן≠ | Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. DOI ↗ | Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2019). Robust Statistics: Theory and Methods (with R) (2nd ed.). Wiley. ISBN: 978-1119214687 |
| כינויים | leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme | robust ARIMA, robust autoregressive model, outlier-resistant time series, Robust Zaman Serisi Analizi |
| קשורות | 5 | 5 |
| תקציר≠ | 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. | Robust Time Series Analysis fits autoregressive, moving-average, and ARIMA models to series that contain outliers or structural breaks, using M-estimation or MM-estimation instead of ordinary least squares so that a few anomalous observations do not distort the fit. It follows the robust statistics tradition consolidated in Maronna, Martin, Yohai and Salibián-Barrera (2019). |
| ScholarGateמערך נתונים ↗ |
|
|