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)×Test par permutation (ou randomisation)×
DomaineStatistiqueStatistiqueStatistique
FamilleRegression modelRegression modelRegression model
Année d'origine198119892005
Auteur d'origineRubin (1981); large-sample theory by Lo (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)Good (2005); Edgington & Onghena (2007); resampling tradition
TypeResampling / posterior simulationResampling inference for dependent dataNonparametric resampling test
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 ↗Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
AliasBayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrapmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)randomization test, exact permutation test, re-randomization test, Permütasyon Testi
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).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.
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 · Permutation Test. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare