Generalized bootstrap for estimating equations

The Annals of Statistics · 2005 · Volume 33 · Issue 1

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.

Keywords

62E20, 62F12, 62F40, 62G05, 62G09, 62M99, Bayesian bootstrap, dimension asymptotics, estimating equations, generalized bootstrap, generalized linear models, jackknife, M-estimation, Nonlinear regression, paired bootstrap, Resampling, wild bootstrap

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