Generalized bootstrap for estimating equations

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generalized_bootstrap_for_estimating_equations.pdf (260.75 KB)

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https://projecteuclid.org/journals/annals-of-statistics/volume-33/issue-1/Generalized-bootstrap-for-estimating-equations/10.1214/009053604000000904.full

Permanent Link

https://doi.org/10.1214/009053604000000904
 http://hdl.handle.net/11603/42036

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UMBC Mathematics and Statistics Department

Author/Creator

Author/Creator ORCID

https://orcid.org/0000-0002-7986-0470

Date

2005-02

Type of Work

journal articles
Text

Department

Program

Citation of Original Publication

Chatterjee, Snigdhansu, and Arup Bose. “Generalized Bootstrap for Estimating Equations.” The Annals of Statistics 33, no. 1 (2005): 414–36. https://doi.org/10.1214/009053604000000904.

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Subjects

62M99
dimension asymptotics
M-estimation
jackknife
generalized bootstrap
62F12
62E20
62G09
generalized linear models
paired bootstrap
wild bootstrap
Bayesian bootstrap
Nonlinear regression
62G05
Resampling
62F40
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.