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Байесовский бутстрэп (Рубин)×Блочная бутстрэп-выборка (скользящий блок и стационарная)×Бутстреп-вывод×
ОбластьСтатистикаСтатистикаСтатистика
СемействоRegression modelRegression modelRegression model
Год появления198119891979
Автор методаRubin (1981); large-sample theory by Lo (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley Efron
ТипResampling / posterior simulationResampling inference for dependent dataResampling-based inference
Основополагающий источникRubin, 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 ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗
Другие названияBayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrapmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Связанные555
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.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).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.
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ScholarGateСравнение методов: Bayesian Bootstrap · Block Bootstrap · Bootstrap Inference. Получено 2026-06-17 из https://scholargate.app/ru/compare