Generalised bootstrap in non-regular M-estimation problems

Arup Bose; Snigdhansu Chatterjee

doi:10.1016/S0167-7152(01)00161-4

Generalised bootstrap in non-regular M-estimation problems

Arup Bose, Snigdhansu Chatterjee

Research output: Contribution to journal › Article › peer-review

16 Scopus citations

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.

Original language	English (US)
Pages (from-to)	319-328
Number of pages	10
Journal	Statistics and Probability Letters
Volume	55
Issue number	3
DOIs	https://doi.org/10.1016/S0167-7152(01)00161-4
State	Published - Dec 1 2001
Externally published	Yes

Bibliographical note

Copyright:
Copyright 2005 Elsevier Science B.V., Amsterdam. All rights reserved.

Keywords

60F05
62G05
62G35
Asymptotic distribution
Bootstrap
Convex function
Jackknife
Nonregular M estimates
Primary 62G09
Secondary 62G20

Access

10.1016/S0167-7152(01)00161-4

OpenUrl availability

Full text

Cite this

@article{67af68014e6f48a19556436c35b54c3a,

title = "Generalised bootstrap in non-regular M-estimation problems",

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.",

keywords = "60F05, 62G05, 62G35, Asymptotic distribution, Bootstrap, Convex function, Jackknife, Nonregular M estimates, Primary 62G09, Secondary 62G20",

author = "Arup Bose and Snigdhansu Chatterjee",

year = "2001",

month = dec,

day = "1",

doi = "10.1016/S0167-7152(01)00161-4",

language = "English (US)",

volume = "55",

pages = "319--328",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - Generalised bootstrap in non-regular M-estimation problems

AU - Bose, Arup

AU - Chatterjee, Snigdhansu

PY - 2001/12/1

Y1 - 2001/12/1

N2 - 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.

AB - 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.

KW - 60F05

KW - 62G05

KW - 62G35

KW - Asymptotic distribution

KW - Bootstrap

KW - Convex function

KW - Jackknife

KW - Nonregular M estimates

KW - Primary 62G09

KW - Secondary 62G20

UR - http://www.scopus.com/inward/record.url?scp=0038703478&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0038703478&partnerID=8YFLogxK

U2 - 10.1016/S0167-7152(01)00161-4

DO - 10.1016/S0167-7152(01)00161-4

M3 - Article

AN - SCOPUS:0038703478

SN - 0167-7152

VL - 55

SP - 319

EP - 328

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 3

ER -

Generalised bootstrap in non-regular M-estimation problems

Abstract

Bibliographical note

Keywords

Access

OpenUrl availability

Other files and links

Fingerprint

Cite this