Generalized bootstrap for estimating equations
Generalized bootstrap for estimating equations
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DOI：
10.1214/009053604000000904
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发表时间：
2005-02-01
影响因子：
4.5
通讯作者：
Bose, A
中科院分区：
文献类型：
--
作者：
Chatterjee, S;Bose, A
我们介绍了一个广义的自助技术的估计，通过求解估计方程。这种广义自举的一些特殊情况是经典的Efron自举。delete-d jackknife和贝叶斯自助法的变体。给出了该方法的分布相合性，并得到了剩余方差估计的渐近表示。
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.