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Бутстрап Инференција×Procena medijanske apsolutne devijacije (MAD)×Regresija običnih najmanjih kvadrata (OLS)×
OblastStatistikaStatistikaEkonometrija
PorodicaRegression modelRegression modelRegression model
Godina nastanka197919742019
TvoracBradley EfronHampel (influence-curve treatment); classical robust statisticsWooldridge (textbook treatment); classical least squares
TipResampling-based inferenceRobust scale estimatorLinear regression
Temeljni izvorEfron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Drugi nazivibootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımımedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahminiordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Srodne555
SažetakBootstrap 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.Median Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.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).
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ScholarGateUporedite metode: Bootstrap Inference · MAD Estimation · OLS Regression. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare