The Bootstrap for Regression and Time-Series Models - Google Sites

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Corresponding to a bootstrap resample χ∗ is a bootstrap replication ...... univariate bootstrap estimation of bias an
The Bootstrap for Regression and Time-Series Models Matthew Pollard1 12th April 2005

1

Department of Mathematics, [email protected]

The Australian National University.

Email:

matthewcpol-

Abstract This report serves as an introduction to the bootstrap principle and its wide-ranging statistical applications. In particular, modification of Efron’s bootstrap for time series ) }

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CHAPTER 4. APPENDIX

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