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) |
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Pages (from-to) | 319-328 |
Number of pages | 10 |
Journal | Statistics and Probability Letters |
Volume | 55 |
Issue number | 3 |
DOIs | |
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