Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Bayesian Bootstrap (Rubin)× | Blokk-bootstrap (Moving Block og Stationary)× | |
|---|---|---|
| Fagfelt | Statistikk | Statistikk |
| Familie | Regression model | Regression model |
| Opprinnelsesår≠ | 1981 | 1989 |
| Opphavsperson≠ | Rubin (1981); large-sample theory by Lo (1987) | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) |
| Type≠ | Resampling / posterior simulation | Resampling inference for dependent data |
| Opprinnelig kilde≠ | Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134. DOI ↗ | Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. DOI ↗ |
| Alias | Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) |
| Relaterte | 5 | 5 |
| Sammendrag≠ | 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. | 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). |
| ScholarGateDatasett ↗ |
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