The Annals of Statistics

Generalized bootstrap for estimating equations

Snigdhansu Chatterjee and Arup Bose

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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

Permanent link to this document
https://projecteuclid.org/euclid.aos/1112967711

Digital Object Identifier
doi:10.1214/009053604000000904

Mathematical Reviews number (MathSciNet)
MR2157808

Zentralblatt MATH identifier
1065.62073

Subjects
Primary: 62G09: Resampling methods 62E20: Asymptotic distribution theory
Secondary: 62G05: Estimation 62F12: Asymptotic properties of estimators 62F40: Bootstrap, jackknife and other resampling methods 62M99: None of the above, but in this section

Keywords
Estimating equations resampling generalized bootstrap jackknife Bayesian bootstrap wild bootstrap paired bootstrap M-estimation nonlinear regression generalized linear models dimension asymptotics

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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