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Divoký bootstrap pro regresní inferenci×Blokový bootstrap (pohyblivý blok a stacionární)×Bootstrap Inference×
OborStatistikaStatistikaStatistika
RodinaRegression modelRegression modelRegression model
Rok vzniku198619891979
TvůrceWu (1986); refined by Davidson & Flachaire (2008)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley Efron
TypResampling-based regression inferenceResampling inference for dependent dataResampling-based inference
Původní zdrojWu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. 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 ↗
Další názvywild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrapmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Příbuzné555
ShrnutíThe wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.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.
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ScholarGatePorovnat metody: Wild Bootstrap · Block Bootstrap · Bootstrap Inference. Získáno 2026-06-15 z https://scholargate.app/cs/compare