Generalised bootstrap in non-regular M-estimation problems

Arup Bose and Snigdhansu Chatterjee

Statistics & Probability Letters, 2001, vol. 55, issue 3, 319-328

Abstract: 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.

Keywords: Nonregular; M; estimates; Convex; function; Bootstrap; Jackknife; Asymptotic; distribution (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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