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Bootstrap lặp (Double Bootstrap)×Bootstrap Bayes (Rubin)×Bootstrap Khối (Khối Di động và Tĩnh)×
Lĩnh vựcThống kêThống kêThống kê
HọRegression modelRegression modelRegression model
Năm ra đời198619811989
Người khởi xướngHall (1986); Beran (1987)Rubin (1981); large-sample theory by Lo (1987)Künsch (moving block, 1989); Politis & Romano (stationary, 1994)
LoạiResampling calibration (nested bootstrap)Resampling / posterior simulationResampling inference for dependent data
Công trình gốcHall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI ↗Rubin, 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 ↗
Tên gọi kháciterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrapmoving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)
Liên quan555
Tóm tắtThe 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.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.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).
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ScholarGateSo sánh phương pháp: Double Bootstrap · Bayesian Bootstrap · Block Bootstrap. Truy cập ngày 2026-06-15 từ https://scholargate.app/vi/compare