A Score Based Approach to Wild Bootstrap Inference
收藏NBER2010-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16127
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资源简介：
We propose a generalization of the wild bootstrap of Wu (1986) and Liu (1988) based upon perturbing the scores of M-estimators. This "score bootstrap" procedure avoids recomputing the estimator in each bootstrap iteration, making it substantially less costly to compute than the conventional
提供机构：
美国国家经济研究局
创建时间：
2010-06-01
