ScholarGate
Pembantu

Bandingkan kaedah

Semak kaedah pilihan anda secara bersebelahan; baris yang berbeza akan diserlahkan.

Bootstrap Blok (Blok Bergerak dan Pegun)×Regresi Kuasa Dua Terkecil Biasa (OLS)×Ujian Permutasi (Pemerolehan Rawak)×
BidangStatistikEkonometrikStatistik
KeluargaRegression modelRegression modelRegression model
Tahun asal198920192005
PengasasKünsch (moving block, 1989); Politis & Romano (stationary, 1994)Wooldridge (textbook treatment); classical least squaresGood (2005); Edgington & Onghena (2007); resampling tradition
JenisResampling inference for dependent dataLinear regressionNonparametric resampling test
Sumber perintisKünsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Good, 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)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonurandomization test, exact permutation test, re-randomization test, Permütasyon Testi
Berkaitan555
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).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).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.
ScholarGateSet data
  1. v1
  2. 2 Sumber
  3. PUBLISHED
  1. v1
  2. 1 Sumber
  3. PUBLISHED
  1. v1
  2. 2 Sumber
  3. PUBLISHED

Pergi ke carian Muat turun slaid

ScholarGateBandingkan kaedah: Block Bootstrap · OLS Regression · Permutation Test. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare