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Dublā (iterētā) bootstrap metode×Bloku robusta (kustīgo bloku un stacionārais)×Bootstrap Inference×
NozareStatistikaStatistikaStatistika
SaimeRegression modelRegression modelRegression model
Izcelsmes gads198619891979
AutorsHall (1986); Beran (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley Efron
TipsResampling calibration (nested bootstrap)Resampling inference for dependent dataResampling-based inference
PirmavotsHall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗
Citi nosaukumiiterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Saistītās555
KopsavilkumsThe 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.Block bootstrap is a resampling method for dependent, autocorrelated time-series data: instead of resampling single observations, it resamples whole blocks of consecutive observations so the serial-correlation structure is preserved. The moving block variant was introduced by Künsch (1989) and the stationary variant by Politis and Romano (1994).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.
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ScholarGateSalīdzināt metodes: Double Bootstrap · Block Bootstrap · Bootstrap Inference. Izgūts 2026-06-16 no https://scholargate.app/lv/compare