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Compară metode

Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.

Bootstrap pe blocuri (blocuri mobile și staționare)×Regresia prin metoda celor mai mici pătrate ordinare (OLS)×Testul de permutare (randomizare)×
DomeniuStatisticăEconometrieStatistică
FamilieRegression modelRegression modelRegression model
Anul apariției198920192005
Autorul originalKünsch (moving block, 1989); Politis & Romano (stationary, 1994)Wooldridge (textbook treatment); classical least squaresGood (2005); Edgington & Onghena (2007); resampling tradition
TipResampling inference for dependent dataLinear regressionNonparametric resampling test
Sursa seminalăKünsch, 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
Denumiri alternativemoving 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
Înrudite555
RezumatBlock 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.
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ScholarGateCompară metode: Block Bootstrap · OLS Regression · Permutation Test. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare