Generalised bootstrap in non-regular M-estimation problems

For estimators of parameters defined as minimisers of Q([theta])=Ef([theta],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.

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Year of publication:	2001
Authors:	Bose, Arup ; Chatterjee, Snigdhansu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 3, p. 319-328
Publisher:	Elsevier
Keywords:	Nonregular M estimates Convex function Bootstrap Jackknife Asymptotic distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223223