Wild Bootstrap Size Diagnostics

Implements the diagnostic "theta" developed in Poetscher and Preinerstorfer (2020) "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?" . This diagnostic can be used to detect and weed out bootstrap-based procedures that provably have size equal to one for a given testing problem. The implementation covers a large variety of bootstrap-based procedures, cf. the above mentioned article for details. A function for computing bootstrap p-values is provided.


Reference manual

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1.0.0 by David Preinerstorfer, a year ago

Browse source code at https://github.com/cran/wbsd

Authors: David Preinerstorfer

Documentation:   PDF Manual  

GPL-2 license

Imports methods, stats, Rcpp

Linking to Rcpp, RcppEigen

See at CRAN