手法を比較

	回帰推論のためのワイルドブートストラップ	ベイズブートストラップ（ルービン）
分野	統計学	統計学
系統	Regression model	Regression model
提唱年	1986	1981
提唱者	Wu (1986); refined by Davidson & Flachaire (2008)	Rubin (1981); large-sample theory by Lo (1987)
種類	Resampling-based regression inference	Resampling / posterior simulation
原典	Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295.	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.
別名	wild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap
関連	5	5
概要	The wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.	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.