विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| डबल (इटरेटेड) बूटस्ट्रैप× | ब्लॉक बूटस्ट्रैप (मूविंग ब्लॉक और स्टेशनरी)× | |
|---|---|---|
| क्षेत्र | सांख्यिकी | सांख्यिकी |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1986 | 1989 |
| प्रवर्तक≠ | Hall (1986); Beran (1987) | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) |
| प्रकार≠ | Resampling calibration (nested bootstrap) | Resampling inference for dependent data |
| मौलिक स्रोत≠ | Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗ | Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗ |
| उपनाम≠ | iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap) | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) |
| संबंधित | 5 | 5 |
| सारांश≠ | 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. | 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). |
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