방법 비교

	부트스트랩 추론	순열 (무작위화) 검정	테일-센 추정량
분야	통계학	통계학	통계학
계열	Regression model	Regression model	Regression model
기원 연도	1979	2005	1968
창시자	Bradley Efron	Good (2005); Edgington & Onghena (2007); resampling tradition	Henri Theil (1950); P. K. Sen (1968)
유형	Resampling-based inference	Nonparametric resampling test	Robust linear regression
원전	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792	Sen, P. K. (1968). Estimates of the Regression Coefficient Based on Kendall's Tau. Journal of the American Statistical Association, 63(324), 1379-1389.
별칭	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	randomization test, exact permutation test, re-randomization test, Permütasyon Testi	Theil-Sen Tahmincisi, Theil-Sen regression, median slope estimator, Sen's slope estimator
관련	5	5	6
요약	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 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.	The Theil-Sen estimator is a robust linear regression method that estimates the slope as the median of the slopes computed over all pairs of data points. Introduced by Henri Theil in 1950 and extended by P. K. Sen in 1968, it tolerates outliers in the response with a breakdown point of about 29%.