Porovnať metódy

	Divoký bootstrap pre regresnú inferenciu	Block Bootstrap (Moving Block a Stationary)	Bootstrap inferencia	Regresia metódou najmenších štvorcov (OLS)
Odbor	Štatistika	Štatistika	Štatistika	Ekonometria
Rodina	Regression model	Regression model	Regression model	Regression model
Rok vzniku	1986	1989	1979	2019
Tvorca	Wu (1986); refined by Davidson & Flachaire (2008)	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Wooldridge (textbook treatment); classical least squares
Typ	Resampling-based regression inference	Resampling inference for dependent data	Resampling-based inference	Linear regression
Pôvodný zdroj	Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295.	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
Ďalšie názvy	wild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap	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
Príbuzné	5	5	5	5
Zhrnutie	The wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.	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).