Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Topelt (iteratiivne) bootstrap× | Metsik bootsträpp regressioanalüüsi järelduste tegemiseks× | |
|---|---|---|
| Valdkond | Statistika | Statistika |
| Perekond | Regression model | Regression model |
| Tekkeaasta | 1986 | 1986 |
| Looja≠ | Hall (1986); Beran (1987) | Wu (1986); refined by Davidson & Flachaire (2008) |
| Tüüp≠ | Resampling calibration (nested bootstrap) | Resampling-based regression inference |
| Algallikas≠ | Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗ | Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. DOI ↗ |
| Rööpnimetused | iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap) | wild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap |
| Seotud | 5 | 5 |
| Kokkuvõte≠ | 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. | The 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. |
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