pith. sign in

arxiv: math/0504515 · v1 · submitted 2005-04-25 · 🧮 math.ST · stat.TH

Generalized bootstrap for estimating equations

classification 🧮 math.ST stat.TH
keywords bootstrapgeneralizedequationsestimatingobtainedsometechniqueasymptotic
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.