Regression model
双重（迭代）自助法
双重自助法是一种重采样方法，它通过第二层嵌套的自助法来校准自助置信区间，使其实际覆盖率更接近标称水平。该方法由 Hall (1986) 和 Beran (1987) 提出，对于单层自助法覆盖不足的小样本和偏态分布尤其有价值。
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Method map
The neighbourhood of related methods — select a node to explore.
来源
- Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. DOI: 10.1214/aos/1176350168 ↗
- Beran, R. (1987). Prepivoting to Reduce Level Error of Confidence Sets. Biometrika, 74(3), 457-468. DOI: 10.1093/biomet/74.3.457 ↗
如何引用本页
ScholarGate. (2026, June 1). Double (Iterated) Bootstrap. ScholarGate. https://scholargate.app/zh/statistics/double-bootstrap
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 贝叶斯自助法（Bayesian Bootstrap，由 Rubin 提出）统计学↔ compare
- 块自举（移动块和固定块）统计学↔ compare
- Bootstrap Inference统计学↔ compare
- 置换 (随机化) 检验统计学↔ compare
- Wild Bootstrap for Regression Inference统计学↔ compare