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	Block Bootstrap (Moving Block i stacjonarny)	Estymacja bootstrapowa	Regresja metodą najmniejszych kwadratów (OLS)	Test permutacyjny (randomizacyjny)
Dziedzina	Statystyka	Statystyka	Ekonometria	Statystyka
Rodzina	Regression model	Regression model	Regression model	Regression model
Rok powstania	1989	1979	2019	2005
Twórca	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Wooldridge (textbook treatment); classical least squares	Good (2005); Edgington & Onghena (2007); resampling tradition
Typ	Resampling inference for dependent data	Resampling-based inference	Linear regression	Nonparametric resampling test
Źródło pierwotne	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	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Inne nazwy	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	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Pokrewne	5	5	5	5
Podsumowanie	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).	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.