Bose, A. ; Chatterjee, Snigdhansu (2001) Generalised bootstrap in non-regular M-estimation problems Statistics & Probability Letters, 55 (3). pp. 319-328. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...
Related URL: http://dx.doi.org/10.1016/S0167-7152(01)00161-4
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.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Nonregular M Estimates; Convex Function; Bootstrap; Jackknife; Asymptotic Distribution |
| ID Code: | 5475 |
| Deposited On: | 19 Oct 2010 12:11 |
| Last Modified: | 20 May 2011 10:57 |
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