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Сравнение методов

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Блочная бутстрэп-выборка (скользящий блок и стационарная)×Метод складного ножа (Jackknife Resampling)×Тест перестановок (рандомизация)×
ОбластьСтатистикаСтатистикаСтатистика
СемействоRegression modelRegression modelRegression model
Год появления198919562005
Автор методаKünsch (moving block, 1989); Politis & Romano (stationary, 1994)Quenouille (1956); reviewed by Miller (1974)Good (2005); Edgington & Onghena (2007); resampling tradition
ТипResampling inference for dependent dataResampling / bias and variance estimationNonparametric resampling test
Основополагающий источникKünsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. DOI ↗Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Другие названияmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örneklemerandomization test, exact permutation test, re-randomization test, Permütasyon Testi
Связанные555
СводкаBlock 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).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.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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ScholarGateСравнение методов: Block Bootstrap · Jackknife · Permutation Test. Получено 2026-06-15 из https://scholargate.app/ru/compare