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부트스트랩 추론×이중 (반복) 부트스트랩×
분야통계학통계학
계열Regression modelRegression model
기원 연도19791986
창시자Bradley EfronHall (1986); Beran (1987)
유형Resampling-based inferenceResampling calibration (nested bootstrap)
원전Efron, 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 ↗
별칭bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımıiterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)
관련55
요약Bootstrap 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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