ScholarGate
دستیار

مقایسهٔ روش‌ها

روش‌های انتخابی خود را کنار هم مرور کنید؛ ردیف‌های متفاوت برجسته شده‌اند.

بوت استرپ دوگانه (تکراری)×بস্পতি بوت استرپ (بلوک متحرک و ایستای)×
حوزهآمارآمار
خانوادهRegression modelRegression model
سال پیدایش19861989
پدیدآورHall (1986); Beran (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)
نوعResampling calibration (nested bootstrap)Resampling inference for dependent data
منبع بنیادینHall, 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 ↗
نام‌های دیگرiterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)
مرتبط55
خلاصهThe 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).
ScholarGateمجموعه‌داده
  1. v1
  2. 2 منابع
  3. PUBLISHED
  1. v1
  2. 2 منابع
  3. PUBLISHED

رفتن به جست‌وجو دریافت اسلایدها

ScholarGateمقایسهٔ روش‌ها: Double Bootstrap · Block Bootstrap. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare