Generalized method of Pao-Zhuan Yin-Yu

The method of Pao-Zhuan Yin-Yu introduced by Fu and Li (1992) is a data-based computer intensive resampling technique which provides a numerical solution for the minimum variance unbiased estimator of one-dimensional parameter. In this paper, the method is generalized to cover multi-dimensional parameters and functions of the parameters. This method also provides a solution to cases with nuisance parameters. Numerical examples are given to illustrate the method.