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Let's say I have a series: Y (with 100 observations: Obs1:2.3, Obs2:1.3, Obs3:4.2,..,Obs99:86.7,Obs100:56.7) I sort the variable Y, using sort(a), and call it: YS (with the values: Obs1:1.3, Obs2:2.3, Obs3:2.4, Obs4:2.9, Obs5:5.6, Obs6:7.4,...,Obs94:94.3, Obs95:95.2, Obs96:96.1, Obs97:96.4, Obs98:99...

If there is no @resample equivalent for matrices do you have any hints on how to bootstrap in pairs? This pairs bootstrap apprach can be used for: taking care of heteroskedasticity: y1(t) = b0 + b1 * x1(t) + e1(t) where I want to resample pairs of y(t) and x(t), e.g. y(9) together with x(9), y(11) t...

The Ridge add-in does not provide us with any standard errors (I know that it is sometimes questionable to see if something is statistically significantly different from zero when there is bias in the coefficients) Is is possible to combine the Ridge addin with the addin EqBootstrap (bootstrap stand...