Description Usage Arguments Value Author(s) References
BootstrapKStest
is a function that calculates the optimal parameter of
the two-point distribution based on the Kolmogorov-Smirnov-Test.
1 | BootstrapKStest(Residuals, NB = 100, grid = 10)
|
Residuals |
Y.learn - Y.lern.hat |
NB |
Number of bootstrap samples |
grid |
Size of the grid |
W
n x NB-Matrix of bootstrapped residuals.
Simon Mueller simon.mueller@mathematik.uni-stuttgart.de
Davidson, J., Monticini, A., and Peel, D. Implementing the wild bootstrap using a two-point distribution. Economics Letters, Vol. 96, No. 3. (2007), pp. 309-315.
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