ScholarGate
Assistant

Comparer des méthodes

Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.

Le Bootstrap Bayésien (Rubin)×Bootstrap par blocs (blocs mobiles et stationnaires)×Inférence par bootstrap×
DomaineStatistiqueStatistiqueStatistique
FamilleRegression modelRegression modelRegression model
Année d'origine198119891979
Auteur d'origineRubin (1981); large-sample theory by Lo (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley Efron
TypeResampling / posterior simulationResampling inference for dependent dataResampling-based inference
Source fondatriceRubin, 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 ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗
AliasBayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrapmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Apparentées555
RésuméThe 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).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.
ScholarGateJeu de données
  1. v1
  2. 2 Sources
  3. PUBLISHED
  1. v1
  2. 2 Sources
  3. PUBLISHED
  1. v1
  2. 2 Sources
  3. PUBLISHED

Aller à la recherche Télécharger les diapositives

ScholarGateComparer des méthodes: Bayesian Bootstrap · Block Bootstrap · Bootstrap Inference. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare