| Original language | English |
|---|---|
| Title of host publication | Wiley StatsRef: Statistics Reference Online |
| Editors | Wiley StatsRef |
| Place of Publication | online |
| Publisher | John Wiley & Sons Ltd. |
| Pages | 1-6pp |
| Volume | 8 |
| DOIs | |
| Publication status | Published - 2017 |
Abstract
The wild bootstrap is a resampling method designed for regression problems with heteroscedastic error structure. The name derives from its use of a single residual to estimate the entire conditional distribution of each response through the use of an auxiliary zero-mean, unit variance random multiplier when resampling. This article describes the development, properties, and software implementation of the wild bootstrap and some of its extensions.