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February 2005 Generalized bootstrap for estimating equations
Snigdhansu Chatterjee, Arup Bose
Ann. Statist. 33(1): 414-436 (February 2005). DOI: 10.1214/009053604000000904

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.

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Snigdhansu Chatterjee. Arup Bose. "Generalized bootstrap for estimating equations." Ann. Statist. 33 (1) 414 - 436, February 2005. https://doi.org/10.1214/009053604000000904

Information

Published: February 2005
First available in Project Euclid: 8 April 2005

zbMATH: 1065.62073
MathSciNet: MR2157808
Digital Object Identifier: 10.1214/009053604000000904

Subjects:
Primary: 62E20, 62G09
Secondary: 62F12, 62F40, 62G05, 62M99

Rights: Copyright © 2005 Institute of Mathematical Statistics

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Vol.33 • No. 1 • February 2005
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