The estimating function bootstrap

DOI10.2307/3315958zbMATH Open0977.62045OpenAlexW2139539678MaRDI QIDQ4527893FDOQ4527893

Authors: Feifang Hu, John D. Kalbfleisch 

Publication date: 17 January 2002

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

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

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zbMATH Keywords

bootstrapestimating equationconfidence intervalslinear regressionnonlinear regressionresamplingestimating functionsignificance testsgeneralized scorecommon means problem

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Cites Work

• Regression Quantiles
• A resampling method based on pivotal estimating functions
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• Maximum Likelihood Estimation of Misspecified Models
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• 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
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• Consistent Estimates Based on Partially Consistent Observations
• On the bootstrap and confidence intervals
• Bootstrapping regression models
• On the validity of the formal Edgeworth expansion
• On the bootstrap and likelihood-based confidence regions
• Prepivoting to reduce level error of confidence sets
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• The bootstrap and Edgeworth expansion
• Better Bootstrap Confidence Intervals
• Calibrating Confidence Coefficients
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Cited In (40)

• Pair copula constructions for multivariate discrete data
• Bootstrap testing of the rank of a matrix via least-squared constrained estimation
• Beyond first-order asymptotics for Cox regression
• Bootstrapping complex functions
• Scalable estimation and inference for censored quantile regression process
• Bootstrapping \(U\)-statistics: applications in least squares and robust regression
• Estimating Function Jackknife Variance Estimators Under Stratified Multistage Sampling
• Normalizing unbiased estimating functions
• A fast subsampling method for nonlinear dynamic models
• Title not available (Why is that?)
• Permutation methods in relative risk regression models
• A higher-order correct fast moving-average bootstrap for dependent data
• A resampling method by perturbing the estimating functions for quantile regression with missing data
• On the Boundedness and Nonmonotonicity of Generalized Score Statistics
• Estimating equation-based causality analysis with application to microarray time series data
• On nonsmooth estimating functions via jackknife empirical likelihood
• Bootstrapping robust estimates of regression
• A bootstrap based on the estimating equations of the linear model
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• Functional inference in semiparametric models using the piggyback bootstrap
• An efficient shrinkage bootstrap bias estimator for smooth functions of sample means
• Small sample inference for probabilistic index models
• Impact of bootstrap on the estimating functions
• Utilizing a quantile function approach to obtain exact bootstrap solutions
• Improved estimation of clutter properties in speckled imagery.
• Estimating the \(p\)-values of robust tests for the linear model
• Generalized bootstrap for estimating equations
• \(L_{1}\) regression estimate and its bootstrap
• Efficient bootstrap estimation of distribution functions
• Confidence intervals in a regression with both linear and non-linear terms
• Using bootstrap method to evaluate the estimates of nicotine equivalents from linear mixed model and generalized estimating equation
• Mechanistic analysis of challenge-response experiments
• A fast resample method for parametric and semiparametric models
• Title not available (Why is that?)
• Survey weighted estimating equation inference with nuisance functionals
• Resampling-based efficient shrinkage method for non-smooth minimands
• Inference for L-estimators of location using a bootstrap warping approach
• Bootstrapping data with multiple levels of variation
• Inference functions and quadratic score tests
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

Uses Software

• nlmdl

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