Generalized bootstrap for estimating equations

• 成果类型: Article
• 署名作者: Chatterjee, S; Bose, A
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities; Indian Statistical Institute; Indian Statistical Institute Kolkata
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053604000000904
• 发表日期: 2005
• 页码: 414-436
• 关键词: LINEAR-REGRESSION; Robustness; EFFICIENCY; jackknife

摘要

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.