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| 모수적 부트스트랩× | 회귀 추론을 위한 와일드 부트스트랩× | |
|---|---|---|
| 분야 | 통계학 | 통계학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1993 | 1986 |
| 창시자≠ | Efron & Tibshirani; Davison & Hinkley | Wu (1986); refined by Davidson & Flachaire (2008) |
| 유형≠ | Resampling-based inference (model-based) | Resampling-based regression inference |
| 원전≠ | Efron, B. & Tibshirani, R. J. (1993). An Introduction to the Bootstrap. CRC Press. ISBN: 978-0412042317 | Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. DOI ↗ |
| 별칭≠ | parametrik bootstrap, model-based bootstrap, parametric resampling | wild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap |
| 관련 | 5 | 5 |
| 요약≠ | The parametric bootstrap is a resampling method that estimates standard errors and confidence intervals by drawing repeated samples from a parametric model that has been fitted to the data. Developed in the bootstrap literature of Efron and Tibshirani (1993) and Davison and Hinkley (1997), it replaces analytic derivations for non-normal distributions and complex statistics. | 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. |
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