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| ブートストラップ推論× | ダブル(反復)ブートストラップ× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1979 | 1986 |
| 提唱者≠ | Bradley Efron | Hall (1986); Beran (1987) |
| 種類≠ | Resampling-based inference | Resampling calibration (nested bootstrap) |
| 原典≠ | Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗ | Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗ |
| 別名 | bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı | iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap) |
| 関連 | 5 | 5 |
| 概要≠ | 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. | 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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