So sánh phương pháp

	Suy luận Bootstrap	Phương pháp lấy mẫu lại Jackknife	Hồi quy Bình phương Tối thiểu Thông thường (OLS)
Lĩnh vực	Thống kê	Thống kê	Kinh tế lượng
Họ	Regression model	Regression model	Regression model
Năm ra đời	1979	1956	2019
Người khởi xướng	Bradley Efron	Quenouille (1956); reviewed by Miller (1974)	Wooldridge (textbook treatment); classical least squares
Loại	Resampling-based inference	Resampling / bias and variance estimation	Linear regression
Công trình gốc	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.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Tên gọi khác	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Liên quan	5	5	5
Tóm tắt	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.	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).