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.


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install.packages("wbsd")

1.0.0 by David Preinerstorfer, 5 months 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