Full Citation
Title: Generalised bootstrap in non-regular M-estimation problems
Citation Type: Journal Article
Publication Year: 2001
ISBN:
ISSN: 0167-7152
DOI: 10.1016/S0167-7152(01)00161-4
NSFID:
PMCID:
PMID:
Abstract: For estimators of parameters defined as minimisers of Q(θ)=Ef(θ,X), we study the asymptotic and generalised bootstrap properties. We concentrate on the case where Q does not have adequate smoothness for standard analysis to work. We describe the properties required by Q as well as bootstrap weights for consistency of the bootstrap.
Url: https://www.sciencedirect.com/science/article/pii/S0167715201001614?via%3Dihub
User Submitted?: No
Authors: Bose, Arup; Chatterjee, Snigdhansu
Periodical (Full): Statistics & Probability Letters
Issue: 3
Volume: 55
Pages: 319-328
Countries: