ScholarGate
Asistent

Uporedite metode

Pregledajte izabrane metode jednu pored druge; redovi koji se razlikuju su istaknuti.

Dvostruki (iterativni) ბootstrap×Block bootstrap (pokretni blok i stacionarni)×Бутстрап Инференција×
OblastStatistikaStatistikaStatistika
PorodicaRegression modelRegression modelRegression model
Godina nastanka198619891979
TvoracHall (1986); Beran (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)Bradley Efron
TipResampling calibration (nested bootstrap)Resampling inference for dependent dataResampling-based inference
Temeljni izvorHall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. 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 ↗
Drugi naziviiterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
Srodne555
SažetakThe 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.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.
ScholarGateSkup podataka
  1. v1
  2. 2 Izvori
  3. PUBLISHED
  1. v1
  2. 2 Izvori
  3. PUBLISHED
  1. v1
  2. 2 Izvori
  3. PUBLISHED

Idi na pretragu Preuzmi slajdove

ScholarGateUporedite metode: Double Bootstrap · Block Bootstrap · Bootstrap Inference. Preuzeto 2026-06-15 sa https://scholargate.app/sr/compare