A better way to bootstrap pairs
Résumé
In this paper we are interested in heteroskedastic regression models, for
which an appropriate bootstrap method is bootstrapping pairs, proposed by
Freedman (1981). We propose an ameliorate version of it, with better
numerical performance.
which an appropriate bootstrap method is bootstrapping pairs, proposed by
Freedman (1981). We propose an ameliorate version of it, with better
numerical performance.
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