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Дикий бутстреп для регрессионного вывода×Байесовский бутстрэп (Рубин)×Бутстреп-вывод×
ОбластьСтатистикаСтатистикаСтатистика
СемействоRegression modelRegression modelRegression model
Год появления198619811979
Автор методаWu (1986); refined by Davidson & Flachaire (2008)Rubin (1981); large-sample theory by Lo (1987)Bradley Efron
ТипResampling-based regression inferenceResampling / posterior simulationResampling-based inference
Основополагающий источникWu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. DOI ↗Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗
Другие названияwild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild BootstrapBayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrapbootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Связанные555
СводкаThe wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.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.
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ScholarGateСравнение методов: Wild Bootstrap · Bayesian Bootstrap · Bootstrap Inference. Получено 2026-06-16 из https://scholargate.app/ru/compare