手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| BCaブートストラップ(バイアス補正・加速法)× | ベイズブートストラップ(ルービン)× | ダブル(反復)ブートストラップ× | |
|---|---|---|---|
| 分野 | 統計学 | 統計学 | 統計学 |
| 系統 | Regression model | Regression model | Regression model |
| 提唱年≠ | 1987 | 1981 | 1986 |
| 提唱者≠ | Bradley Efron | Rubin (1981); large-sample theory by Lo (1987) | Hall (1986); Beran (1987) |
| 種類≠ | Resampling confidence interval | Resampling / posterior simulation | Resampling calibration (nested bootstrap) |
| 原典≠ | Efron, B. (1987). Better Bootstrap Confidence Intervals. Journal of the American Statistical Association, 82(397), 171-185. DOI ↗ | Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134. DOI ↗ | Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗ |
| 別名≠ | BCa Bootstrap (Bias-Corrected Accelerated), bias-corrected accelerated bootstrap, BCa confidence interval | Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap | iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap) |
| 関連 | 5 | 5 | 5 |
| 概要≠ | 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. | 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. |
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