Generalized bootstrap for estimating equations

被引：77

作者：

Chatterjee, S

Bose, A

机构：

[1] Univ Minnesota, Sch Stat, Minneapolis, MN 55455 USA

[2] Indian Stat Inst, Stat & Math Unit, Kolkata 700108, India

来源：

ANNALS OF STATISTICS | 2005年 / 33卷 / 01期

关键词：

estimating equations; resampling; generalized bootstrap; jackknife; Bayesian bootstrap; wild bootstrap; paired bootstrap; M-estimation; nonlinear regression; generalized linear models; dimension asymptotics;

D O I：

10.1214/009053604000000904

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：414 / 436

页数：23

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