Vertaile menetelmiä

	BCa-bootstrap (harhaa korjattu ja kiihdytetty)	Bayesilainen Bootstrap (Rubin)	Kaksois- (iteratiivinen) bootstrap	Permutaatiotesti (Randomisointitesti)
Tieteenala	Tilastotiede	Tilastotiede	Tilastotiede	Tilastotiede
Menetelmäperhe	Regression model	Regression model	Regression model	Regression model
Syntyvuosi	1987	1981	1986	2005
Kehittäjä	Bradley Efron	Rubin (1981); large-sample theory by Lo (1987)	Hall (1986); Beran (1987)	Good (2005); Edgington & Onghena (2007); resampling tradition
Tyyppi	Resampling confidence interval	Resampling / posterior simulation	Resampling calibration (nested bootstrap)	Nonparametric resampling test
Alkuperäislähde	Efron, B. (1987). Better Bootstrap Confidence Intervals. Journal of the American Statistical Association, 82(397), 171-185.	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452.	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Rinnakkaisnimet	BCa Bootstrap (Bias-Corrected Accelerated), bias-corrected accelerated bootstrap, BCa confidence interval	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Liittyvät	5	5	5	5
Tiivistelmä	The BCa bootstrap is a resampling method, introduced by Bradley Efron in 1987, that produces more accurate confidence intervals than the plain percentile bootstrap by applying a bias correction and an acceleration adjustment. It is recommended for skewed distributions and small samples.	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.	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 permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.