পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| দ্বৈত (পুনরাবৃত্ত) বুটস্ট্র্যাপ× | ব্লক বুটস্ট্র্যাপ (মুভিং ব্লক এবং স্টেশনারি)× | বুুটস্ট্র্যাপ অনুমান× | |
|---|---|---|---|
| ক্ষেত্র | পরিসংখ্যান | পরিসংখ্যান | পরিসংখ্যান |
| পরিবার | Regression model | Regression model | Regression model |
| উদ্ভবের বছর≠ | 1986 | 1989 | 1979 |
| প্রবর্তক≠ | Hall (1986); Beran (1987) | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) | Bradley Efron |
| ধরন≠ | Resampling calibration (nested bootstrap) | Resampling inference for dependent data | Resampling-based inference |
| মৌলিক উৎস≠ | Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗ | Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗ | Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗ |
| অপর নাম≠ | iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap) | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) | bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı |
| সম্পর্কিত | 5 | 5 | 5 |
| সারসংক্ষেপ≠ | The double bootstrap is a resampling method that calibrates a bootstrap confidence interval with a second, nested layer of bootstrap to bring its actual coverage closer to the nominal level. Introduced by Hall (1986) and Beran (1987), it is especially valuable for small samples and skewed distributions where a single-layer bootstrap under-covers. | 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. |
| ScholarGateডেটাসেট ↗ |
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