Generalized bootstrap for estimating equations

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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)

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Statistics Theory, 62G09, 62E20 (Primary) 62G05, 62F12, 62F40, 62M99. (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/130752

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0504515
 http://arxiv.org/abs/math/0504515
 Annals of Statistics 2005, Vol. 33, No. 1, 414-436
 doi:10.1214/009053604000000904

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arXiv