Порівняння методів

	Блоковий бутстреп (рухомий блок та стаціонарний)	Бутстреп-інференс	Метод ковзного виключення (Jackknife Resampling)	Тест з перестановки (рандомізації)
Галузь	Статистика	Статистика	Статистика	Статистика
Родина	Regression model	Regression model	Regression model	Regression model
Рік появи	1989	1979	1956	2005
Автор методу	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Quenouille (1956); reviewed by Miller (1974)	Good (2005); Edgington & Onghena (2007); resampling tradition
Тип	Resampling inference for dependent data	Resampling-based inference	Resampling / bias and variance estimation	Nonparametric resampling test
Основоположне джерело	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.	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Інші назви	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	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Пов'язані	5	5	5	5
Підсумок	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.	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.