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Module bootstrap

Module bootstrap 

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Multiplier bootstrap for joint confidence intervals and Romano–Wolf multiple-testing adjustment.

Structs§

Bootstrap
Bootstrap distribution of the t-statistics of a DmlFit.

Enums§

BootstrapMethod
Distribution of the multiplier weights ξ_i (all mean 0, variance 1).

Functions§

draw_weights
Draw an (n_boot, n) matrix of multiplier weights.