Comparer des méthodes

	Le Bootstrap Bayésien (Rubin)	Inférence par bootstrap	Bootstrap itéré	Test par permutation (ou randomisation)
Domaine	Statistique	Statistique	Statistique	Statistique
Famille	Regression model	Regression model	Regression model	Regression model
Année d'origine	1981	1979	1986	2005
Auteur d'origine	Rubin (1981); large-sample theory by Lo (1987)	Bradley Efron	Hall (1986); Beran (1987)	Good (2005); Edgington & Onghena (2007); resampling tradition
Type	Resampling / posterior simulation	Resampling-based inference	Resampling calibration (nested bootstrap)	Nonparametric resampling test
Source fondatrice	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	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
Alias	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Apparentées	5	5	5	5
Résumé	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.	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.	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.