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Journal of the American Statistical Association Volume 105, 2010 - Issue 489
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Theory and Methods

The Dependent Wild Bootstrap

Xiaofeng Shao Xiaofeng Shao is Assistant Professor, Department of Statistics, University of Illinois at Urbana–Champaign, Champaign, IL 61820 . The author is very grateful to an anonymous referee for many constructive comments that led to substantial improvement of the article. The author thanks the editor and an associate editor for providing helpful suggestions, and Jim Miller for providing the data set used in this work. The research was supported in part by National Science Foundation grants DMS-0804937 and DMS-0724752.
Pages 218-235 | Received 01 Dec 2008, Published online: 01 Jan 2012

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Daisuke Kurisu, Kengo Kato & Xiaofeng Shao. (2023) Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data. Journal of the American Statistical Association 0:0, pages 1-13.
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Lengyang Wang, Efang Kong & Yingcun Xia. (2023) Bootstrap Tests for High-Dimensional White-Noise. Journal of Business & Economic Statistics 41:1, pages 241-254.
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Guochang Wang, Ke Zhu & Xiaofeng Shao. (2022) Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models. Journal of Business & Economic Statistics 40:3, pages 980-994.
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Carina Gerstenberger, Daniel Vogel & Martin Wendler. (2020) Tests for Scale Changes Based on Pairwise Differences. Journal of the American Statistical Association 115:531, pages 1336-1348.
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Ting Zhang & Liliya Lavitas. (2018) Unsupervised Self-Normalized Change-Point Testing for Time Series. Journal of the American Statistical Association 113:522, pages 637-648.
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Russell Davidson. (2017) Diagnostics for the bootstrap and fast double bootstrap. Econometric Reviews 36:6-9, pages 1021-1038.
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Tobias Niebuhr. (2017) Irregularly observed time series – some asymptotics and the block bootstrap. Statistics 51:5, pages 1118-1131.
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Xiaofeng Shao. (2015) Self-Normalization for Time Series: A Review of Recent Developments. Journal of the American Statistical Association 110:512, pages 1797-1817.
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Giuseppe Cavaliere, Iliyan Georgiev & A.M. Robert Taylor. (2013) Wild Bootstrap of the Sample Mean in the Infinite Variance Case. Econometric Reviews 32:2, pages 204-219.
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