Construct · 1 fields · 1 citations

wild bootstrap: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Statistics

a regression bootstrap that keeps each regressor fixed and multiplies its residual by a random weight, so inference stays valid under heteroskedasticity.

In statistics, wild bootstrap refers to a regression bootstrap that keeps each regressor fixed and multiplies its residual by a random weight, so inference stays valid under heteroskedasticity. This meaning comes from Mammen (1993) in The Annals of Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

bootstrap3 fields · 3 citationsjingle · one word, three constructs heteroskedasticity1 fields · 1 citationsanchor · a standalone construct inference3 fields · 5 citationsjingle · one word, three constructs

References

Mammen, E. (1993). Bootstrap and Wild Bootstrap for High Dimensional Linear Models. The Annals of Statistics, 21(1), 255-285. https://doi.org/10.1214/aos/1176349025

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