Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| Bootstrap Duplo (Iterado)× | Bootstrap Bayesiano (Rubin)× | |
|---|---|---|
| Área | Estatística | Estatística |
| Família | Regression model | Regression model |
| Ano de origem≠ | 1986 | 1981 |
| Autor original≠ | Hall (1986); Beran (1987) | Rubin (1981); large-sample theory by Lo (1987) |
| Tipo≠ | Resampling calibration (nested bootstrap) | Resampling / posterior simulation |
| Fonte seminal≠ | Hall, 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 ↗ |
| Outros nomes≠ | iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap) | Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap |
| Relacionados | 5 | 5 |
| Resumo≠ | The 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. |
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