Generalized bootstrap for estimating equations
Copyright policy )Generalized bootstrap for estimating equations
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.
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)
- Indian Statistical Institute India
- University of Minnesota Morris United States
Generalized linear models (logistic models), Mathematics - Statistics Theory, Statistics Theory (math.ST), heteroscedasic time series, paired bootstrap, \(M\)-estimation, dimension asymptotics, 62G09, 62E20 (Primary) 62G05, 62F12, 62F40, 62M99. (Secondary), Estimating equations, resampling, 62G09, General nonlinear regression, FOS: Mathematics, Nonparametric statistical resampling methods, 62G05, Asymptotic properties of parametric estimators, 62E20, wild bootstrap, 62F40, M-estimation, Asymptotic distribution theory in statistics, Bootstrap, jackknife and other resampling methods, generalized linear models, generalized bootstrap, jackknife, nonlinear regression, Inference from stochastic processes, 62M99, Bayesian bootstrap, 62F12
Generalized linear models (logistic models), Mathematics - Statistics Theory, Statistics Theory (math.ST), heteroscedasic time series, paired bootstrap, \(M\)-estimation, dimension asymptotics, 62G09, 62E20 (Primary) 62G05, 62F12, 62F40, 62M99. (Secondary), Estimating equations, resampling, 62G09, General nonlinear regression, FOS: Mathematics, Nonparametric statistical resampling methods, 62G05, Asymptotic properties of parametric estimators, 62E20, wild bootstrap, 62F40, M-estimation, Asymptotic distribution theory in statistics, Bootstrap, jackknife and other resampling methods, generalized linear models, generalized bootstrap, jackknife, nonlinear regression, Inference from stochastic processes, 62M99, Bayesian bootstrap, 62F12
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