Generate "Wild bootstrap" samples according to Mammen, E. (1993), "Bootstrap and Wild Bootstrap for High Dimensional Linear Models", Annals of Statistics 21.
Test it by computing standard error
引用格式
Yujia Hu (2024). WildBootstrap.zip (https://www.mathworks.com/matlabcentral/fileexchange/47034-wildbootstrap-zip), MATLAB Central File Exchange. 检索时间: .
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R2013a
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