The estimating function bootstrap

DOI10.2307/3315958zbMath0977.62045MaRDI QIDQ4527893

John D. Kalbfleisch, Fei-fang Hu

Publication date: 17 January 2002

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315958

zbMATH Keywords

bootstrap; confidence intervals; resampling; nonlinear regression; linear regression; estimating equation; estimating function; significance tests; generalized score; common means problem

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62G09: Nonparametric statistical resampling methods

Related Items

Inference functions and quadratic score tests, Estimating the \(p\)-values of robust tests for the linear model, Generalized bootstrap for estimating equations, Bootstrapping robust estimates of regression, Permutation methods in relative risk regression models, Normalizing unbiased estimating functions, Estimating Function Jackknife Variance Estimators Under Stratified Multistage Sampling

Uses Software

• nlmdl

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• On the bootstrap and confidence intervals
• Bootstrapping regression models
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Models for Longitudinal Data: A Generalized Estimating Equation Approach
• On a formula for the distribution of the maximum likelihood estimator
• Calibrating Confidence Coefficients
• Better Bootstrap Confidence Intervals
• On the bootstrap and likelihood-based confidence regions
• Prepivoting to reduce level error of confidence sets
• Regression Quantiles
• A resampling method based on pivotal estimating functions
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Consistent Estimates Based on Partially Consistent Observations
• Maximum Likelihood Estimation of Misspecified Models
• The bootstrap and Edgeworth expansion