Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap
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Publication:3070605
DOI10.1080/00949650903014971zbMath1205.62087OpenAlexW2078722484MaRDI QIDQ3070605
Publication date: 3 February 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903014971
simulationerror termwild bootstrappairs bootstrapstochastic explanatory variablesuncorrelated but not independent explanatory variables
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)
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