مقایسهٔ روشها
روشهای انتخابی خود را کنار هم مرور کنید؛ ردیفهای متفاوت برجسته شدهاند.
| بوت استرپ بیزی (روبین)× | بস্পতি بوت استرپ (بلوک متحرک و ایستای)× | |
|---|---|---|
| حوزه | آمار | آمار |
| خانواده | Regression model | Regression model |
| سال پیدایش≠ | 1981 | 1989 |
| پدیدآور≠ | Rubin (1981); large-sample theory by Lo (1987) | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) |
| نوع≠ | Resampling / posterior simulation | Resampling inference for dependent data |
| منبع بنیادین≠ | Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134. DOI ↗ | Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗ |
| نامهای دیگر | Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) |
| مرتبط | 5 | 5 |
| خلاصه≠ | 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. | 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). |
| ScholarGateمجموعهداده ↗ |
|
|