Salīdzināt metodes

	Bloku robusta (kustīgo bloku un stacionārais)	Bootstrap Inference	Parastā mazāko kvadrātu (OLS) regresija
Nozare	Statistika	Statistika	Ekonometrija
Saime	Regression model	Regression model	Regression model
Izcelsmes gads	1989	1979	2019
Autors	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Wooldridge (textbook treatment); classical least squares
Tips	Resampling inference for dependent data	Resampling-based inference	Linear regression
Pirmavots	Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Citi nosaukumi	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Saistītās	5	5	5
Kopsavilkums	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).	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).