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Байесовский бутстрэп (Рубин)×BCa Бутстреп (скорректированный по смещению и ускоренный)×Бутстреп-вывод×Тест перестановок (рандомизация)×
ОбластьСтатистикаСтатистикаСтатистикаСтатистика
СемействоRegression modelRegression modelRegression modelRegression model
Год появления1981198719792005
Автор методаRubin (1981); large-sample theory by Lo (1987)Bradley EfronBradley EfronGood (2005); Edgington & Onghena (2007); resampling tradition
ТипResampling / posterior simulationResampling confidence intervalResampling-based inferenceNonparametric resampling test
Основополагающий источникRubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134. DOI ↗Efron, B. (1987). Better Bootstrap Confidence Intervals. Journal of the American Statistical Association, 82(397), 171-185. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Другие названияBayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrapBCa Bootstrap (Bias-Corrected Accelerated), bias-corrected accelerated bootstrap, BCa confidence intervalbootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımırandomization test, exact permutation test, re-randomization test, Permütasyon Testi
Связанные5555
СводкаThe 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.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.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.
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ScholarGateСравнение методов: Bayesian Bootstrap · BCa Bootstrap · Bootstrap Inference · Permutation Test. Получено 2026-06-15 из https://scholargate.app/ru/compare