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

DOI10.1080/00949650903014971zbMath1205.62087OpenAlexW2078722484MaRDI 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

simulationerror termwild bootstrappairs bootstrapstochastic explanatory variablesuncorrelated but not independent explanatory variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Cites Work

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• Bootstrap and wild bootstrap for high dimensional linear models
• Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
• The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models

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