Generalized bootstrap for estimating equations
By Snigdhansu Chatterjee, Arup Bose. 2005
144 citations recorded by the source corpus.
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.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/96ec827d3590dc1d5bbef18bc17af18275cfbdb5
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In Statistics and Probability
- Lingxue Pan
- Dimitris Nicolas Politis
- Timothy McMurry
- Joel L. Horowitz
- Claudia Kirch
- Carsten Jentsch
- Jens-Peter Kreiss
- Haeran Cho
Citations in the corpus
- Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions (2016, methodology): “Generalized Bootstrap Prediction Intervals Chatterjee and Bose(2005)[14] introduced the generalized bootstrap method for estimators obtained by solving estimating equations.”
- A Score Based Approach to Wild Bootstrap Inference (2012, unknown): “Also related is the generalized bootstrap of Chatterjee and Bose (2005) which perturbs the objective function of an M-estimator with i.i.d. weights.”