Generalized bootstrap for estimating equations

Chatterjee, Snigdhansu; Bose, Arup

Ann. Statist., Tome 33 (2005) no. 1, p. 414-436 / Harvested from Project Euclid

Résumé

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.

Publié le : 2005-02-14
Classification: Estimating equations, resampling, generalized bootstrap, jackknife, Bayesian bootstrap, wild bootstrap, paired bootstrap, M-estimation, nonlinear regression, generalized linear models, dimension asymptotics, 62G09, 62E20, 62G05, 62F12, 62F40, 62M99

@article{1112967711,
     author = {Chatterjee, Snigdhansu and Bose, Arup},
     title = {Generalized bootstrap for estimating equations},
     journal = {Ann. Statist.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 414-436},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1112967711}
}

Chatterjee, Snigdhansu; Bose, Arup. Generalized bootstrap for estimating equations. Ann. Statist., Tome 33 (2005) no. 1, pp.  414-436. http://gdmltest.u-ga.fr/item/1112967711/