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Bootstrap Blok (Blok Bergerak dan Stasioner)×Inferensi Bootstrap×Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×
BidangStatistikaStatistikaEkonometrika
KeluargaRegression modelRegression modelRegression model
Tahun asal198919792019
PencetusKünsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley EfronWooldridge (textbook treatment); classical least squares
TipeResampling inference for dependent dataResampling-based inferenceLinear regression
Sumber perintisKünsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Aliasmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımıordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Terkait555
RingkasanBlock 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.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).
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ScholarGateBandingkan metode: Block Bootstrap · Bootstrap Inference · OLS Regression. Diakses 2026-06-17 dari https://scholargate.app/id/compare