Comparar métodos

	Bootstrap BCa (Correção de Viés e Aceleração)	Bootstrap Bayesiano (Rubin)	Inferência Bootstrap	Teste de Permutação (Randomização)
Área	Estatística	Estatística	Estatística	Estatística
Família	Regression model	Regression model	Regression model	Regression model
Ano de origem	1987	1981	1979	2005
Autor original	Bradley Efron	Rubin (1981); large-sample theory by Lo (1987)	Bradley Efron	Good (2005); Edgington & Onghena (2007); resampling tradition
Tipo	Resampling confidence interval	Resampling / posterior simulation	Resampling-based inference	Nonparametric resampling test
Fonte seminal	Efron, B. (1987). Better Bootstrap Confidence Intervals. Journal of the American Statistical Association, 82(397), 171-185.	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Outros nomes	BCa Bootstrap (Bias-Corrected Accelerated), bias-corrected accelerated bootstrap, BCa confidence interval	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
Relacionados	5	5	5	5
Resumo	The BCa bootstrap is a resampling method, introduced by Bradley Efron in 1987, that produces more accurate confidence intervals than the plain percentile bootstrap by applying a bias correction and an acceleration adjustment. It is recommended for skewed distributions and small samples.	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.	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.	The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.