Сравнение методов

	Блочная бутстрэп-выборка (скользящий блок и стационарная)	Бутстреп-вывод	Метод складного ножа (Jackknife Resampling)
Область	Статистика	Статистика	Статистика
Семейство	Regression model	Regression model	Regression model
Год появления	1989	1979	1956
Автор метода	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Quenouille (1956); reviewed by Miller (1974)
Тип	Resampling inference for dependent data	Resampling-based inference	Resampling / bias and variance estimation
Основополагающий источник	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.	Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360.
Другие названия	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme
Связанные	5	5	5
Сводка	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.	The jackknife is a classical resampling method that estimates the bias and variance of a statistic by systematically recomputing it with one observation left out at a time. Introduced by Quenouille in 1956 and later reviewed by Miller in 1974, it predates the bootstrap and remains a simple, deterministic tool for assessing estimator stability.