General M-estimation and its bootstrap

DOI10.1016/J.JKSS.2012.02.004MaRDI QIDQ457623zbMATHOpenAlexFDO

Authors S. M. S. Lee

Publication date 29 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2012.02.004

zbMATH Keywords

Gaussian process\(M\)-estimation\(m\)-out-of-\(n\) bootstrap

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

Recommendations

• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Generalised bootstrap in non-regular M-estimation problems
• scientific article; zbMATH DE number 147163
• A note on moment convergence of bootstrap M-estimators
• scientific article; zbMATH DE number 854575

Cites work

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• scientific article; zbMATH DE number 147163 (Why is no real title available?)
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Cited in

(14)

• Generalised bootstrap in non-regular M-estimation problems
• scientific article; zbMATH DE number 854575 (Why is no real title available?)
• Generalized bootstrap for estimators of minimizers of convex functions
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Bootstrap consistency for general semiparametric \(M\)-estimation
• Generalized bootstrap for estimating equations
• Bootstrapping general empirical measures
• Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
• A note on moment convergence of bootstrap M-estimators
• \(M\)-processes and applications
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
• Some applications of the Mallows metric to the bootstrap
• scientific article; zbMATH DE number 4084756 (Why is no real title available?)
• scientific article; zbMATH DE number 147163 (Why is no real title available?)

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