Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap

DOI10.1080/00949650903014971zbMath1205.62087MaRDI QIDQ3070605

Jiro Hodoshima, Masakazu Ando

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

zbMATH Keywords

simulation; error term; wild bootstrap; pairs bootstrap; stochastic explanatory variables; uncorrelated but not independent explanatory variables

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62G09: Nonparametric statistical resampling methods

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