Generalised bootstrap in non-regular M-estimation problems

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16 Scopus citations


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 languageEnglish (US)
Pages (from-to)319-328
Number of pages10
JournalStatistics and Probability Letters
Issue number3
StatePublished - Dec 1 2001
Externally publishedYes

Bibliographical note

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


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


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