Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Le Bootstrap Bayésien (Rubin)× | Rééchantillonnage par jackknife× | Test par permutation (ou randomisation)× | |
|---|---|---|---|
| Domaine | Statistique | Statistique | Statistique |
| Famille | Regression model | Regression model | Regression model |
| Année d'origine≠ | 1981 | 1956 | 2005 |
| Auteur d'origine≠ | Rubin (1981); large-sample theory by Lo (1987) | Quenouille (1956); reviewed by Miller (1974) | Good (2005); Edgington & Onghena (2007); resampling tradition |
| Type≠ | Resampling / posterior simulation | Resampling / bias and variance estimation | Nonparametric resampling test |
| Source fondatrice≠ | Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134. DOI ↗ | Quenouille, M. H. (1956). Notes on Bias in Estimation. Biometrika, 43(3/4), 353-360. DOI ↗ | 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 | leave-one-out resampling, Quenouille-Tukey jackknife, delete-one jackknife, Jackknife Yeniden Örnekleme | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| Apparentées | 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. | The jackknife is a classical resampling method that estimates the bias and variance of a statistic by systematically recomputing it with one observation left out at a time. Introduced by Quenouille in 1956 and later reviewed by Miller in 1974, it predates the bootstrap and remains a simple, deterministic tool for assessing estimator stability. | 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 ↗ |
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