方法对比
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| 块自举(移动块和固定块)× | Bootstrap Inference× | |
|---|---|---|
| 领域 | 统计学 | 统计学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 1989 | 1979 |
| 提出者≠ | Künsch (moving block, 1989); Politis & Romano (stationary, 1994) | Bradley Efron |
| 类型≠ | Resampling inference for dependent data | Resampling-based inference |
| 开创性文献≠ | 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 ↗ |
| 别名≠ | moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary) | bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı |
| 相关 | 5 | 5 |
| 摘要≠ | 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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