Comparar métodos

	Bootstrap Paramétrico	Bootstrap bayesiano (Rubin)	Inferencia Bootstrap
Campo	Estadística	Estadística	Estadística
Familia	Regression model	Regression model	Regression model
Año de origen	1993	1981	1979
Autor original	Efron & Tibshirani; Davison & Hinkley	Rubin (1981); large-sample theory by Lo (1987)	Bradley Efron
Tipo	Resampling-based inference (model-based)	Resampling / posterior simulation	Resampling-based inference
Fuente seminal	Efron, B. & Tibshirani, R. J. (1993). An Introduction to the Bootstrap. CRC Press. ISBN: 978-0412042317	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.
Alias	parametrik bootstrap, model-based bootstrap, parametric resampling	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Relacionados	5	5	5
Resumen	The parametric bootstrap is a resampling method that estimates standard errors and confidence intervals by drawing repeated samples from a parametric model that has been fitted to the data. Developed in the bootstrap literature of Efron and Tibshirani (1993) and Davison and Hinkley (1997), it replaces analytic derivations for non-normal distributions and complex statistics.	The Bayesian Bootstrap, introduced by Donald B. Rubin in 1981, is a resampling method that produces a Bayesian counterpart to the frequentist bootstrap by assigning each observation a random weight drawn from a Dirichlet distribution. It yields a full posterior distribution for a statistic and allows prior information to be incorporated.	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.