Resampling methods for estimating functions with U-statistic structure

Wenyu Jiang and Jack Kalbfleisch
Additional contact information
Wenyu Jiang: University of Waterloo
Jack Kalbfleisch: University of Michigan

No 1032, The University of Michigan Department of Biostatistics Working Paper Series from Berkeley Electronic Press

Abstract: Suppose that inference about parameters of interest is to be based on an unbiased estimating function that is U-statistic of degree 1 or 2. We define suitable studentized versions of such estimating functions and consider asymptotic approximations as well as an estimating function bootstrap (EFB) method based on resampling the estimated terms in the estimating functions. These methods are justified asymptotically and lead to confidence intervals produced directly from the studentized estimating functions. Particular examples in this class of estimating functions arise in La estimation as well as Wilcoxon rank regression and other related estimation problems. The proposed methods are evaluated in examples and simulations and compared with a recent suggestion for inference in such problems which relies on resampling an underlying objective functions with U-statistic structure.

Keywords: Bootstrap; Estimating functions; La estimation; Resampling methods; U-statistics; Studentization, (search for similar items in EconPapers)
Date: 2004-07-11
Note: oai:bepress.com:umichbiostat-1032
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.bepress.com/cgi/viewcontent.cgi?article=1032&context=umichbiostat (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bep:mchbio:1032

Access Statistics for this paper

More papers in The University of Michigan Department of Biostatistics Working Paper Series from Berkeley Electronic Press
Bibliographic data for series maintained by Christopher F. Baum ().