Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Подвійний (ітераційний) бутстреп× | Блоковий бутстреп (рухомий блок та стаціонарний)× | Тест з перестановки (рандомізації)× | |
|---|---|---|---|
| Галузь | Статистика | Статистика | Статистика |
| Родина | Regression model | Regression model | Regression model |
| Рік появи≠ | 1986 | 1989 | 2005 |
| Автор методу≠ | Hall (1986); Beran (1987) | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) | Good (2005); Edgington & Onghena (2007); resampling tradition |
| Тип≠ | Resampling calibration (nested bootstrap) | Resampling inference for dependent data | Nonparametric resampling test |
| Основоположне джерело≠ | Hall, 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 ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| Інші назви≠ | iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap) | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| Пов'язані | 5 | 5 | 5 |
| Підсумок≠ | 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. | 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). | 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. |
| ScholarGateНабір даних ↗ |
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