## The Annals of Statistics

### Generalized bootstrap for estimating equations

#### Abstract

We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron, the delete-d jackknife and variations of the Bayesian bootstrap. The use of the proposed technique is discussed in some examples. Distributional consistency of the method is established and an asymptotic representation of the resampling variance estimator is obtained.

#### Article information

Source
Ann. Statist., Volume 33, Number 1 (2005), 414-436.

Dates
First available in Project Euclid: 8 April 2005

https://projecteuclid.org/euclid.aos/1112967711

Digital Object Identifier
doi:10.1214/009053604000000904

Mathematical Reviews number (MathSciNet)
MR2157808

Zentralblatt MATH identifier
1065.62073

#### Citation

Chatterjee, Snigdhansu; Bose, Arup. Generalized bootstrap for estimating equations. Ann. Statist. 33 (2005), no. 1, 414--436. doi:10.1214/009053604000000904. https://projecteuclid.org/euclid.aos/1112967711

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