Comparer des méthodes

	Bootstrap BCa (corrigé du biais et accéléré)	Le Bootstrap Bayésien (Rubin)
Domaine	Statistique	Statistique
Famille	Regression model	Regression model
Année d'origine	1987	1981
Auteur d'origine	Bradley Efron	Rubin (1981); large-sample theory by Lo (1987)
Type	Resampling confidence interval	Resampling / posterior simulation
Source fondatrice	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.
Alias	BCa Bootstrap (Bias-Corrected Accelerated), bias-corrected accelerated bootstrap, BCa confidence interval	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap
Apparentées	5	5
Résumé	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.