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Iterált bootstrap (Dupla bootstrap)×Blokk Bootstrap (Mozgó Blokk és Stacionárius)×Bootstrap-becslés×
TudományterületStatisztikaStatisztikaStatisztika
MódszercsaládRegression modelRegression modelRegression model
Keletkezés éve198619891979
MegalkotóHall (1986); Beran (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley Efron
TípusResampling calibration (nested bootstrap)Resampling inference for dependent dataResampling-based inference
AlapműHall, 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 ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗
Alternatív nevekiterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Kapcsolódó555
ÖsszefoglalóThe 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).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.
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ScholarGateMódszerek összehasonlítása: Double Bootstrap · Block Bootstrap · Bootstrap Inference. Letöltve 2026-06-17, forrás: https://scholargate.app/hu/compare