ScholarGate
Assistent

Methoden vergelijken

Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.

Dubbele (geïtereerde) bootstrap×Bayesian Bootstrap×
VakgebiedStatistiekStatistiek
FamilieRegression modelRegression model
Jaar van ontstaan19861981
GrondleggerHall (1986); Beran (1987)Rubin (1981); large-sample theory by Lo (1987)
TypeResampling calibration (nested bootstrap)Resampling / posterior simulation
Oorspronkelijke bronHall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134. DOI ↗
Aliasseniterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap
Verwant55
SamenvattingThe 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.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.
ScholarGateGegevensset
  1. v1
  2. 2 Bronnen
  3. PUBLISHED
  1. v1
  2. 2 Bronnen
  3. PUBLISHED

Naar zoeken Download slides

ScholarGateMethoden vergelijken: Double Bootstrap · Bayesian Bootstrap. Geraadpleegd op 2026-06-15 via https://scholargate.app/nl/compare