Порівняння методів

	Бутстреп-інференс	Оцінка медіанного абсолютного відхилення (MAD)	Регресія звичайно найменших квадратів (ЗНК)	Тест з перестановки (рандомізації)
Галузь	Статистика	Статистика	Економетрика	Статистика
Родина	Regression model	Regression model	Regression model	Regression model
Рік появи	1979	1974	2019	2005
Автор методу	Bradley Efron	Hampel (influence-curve treatment); classical robust statistics	Wooldridge (textbook treatment); classical least squares	Good (2005); Edgington & Onghena (2007); resampling tradition
Тип	Resampling-based inference	Robust scale estimator	Linear regression	Nonparametric resampling test
Основоположне джерело	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Hampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Інші назви	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	median absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahmini	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Пов'язані	5	5	5	5
Підсумок	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.	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).	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.