Generalized bootstrap for estimating equations
Statistics Theory
2007-06-13 v1 Statistics Theory
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.
Cite
@article{arxiv.math/0504515,
title = {Generalized bootstrap for estimating equations},
author = {Snigdhansu Chatterjee and Arup Bose},
journal= {arXiv preprint arXiv:math/0504515},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009053604000000904 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)