Spring 2002 Seminar Series - January 31, 2002
University of Minnesota
School of Statistics
College of Liberal Arts

Generalized Bootstrap Techniques for Solutions of Estimating Equations

Snigdhansu Chatterjee
University of Nebraska - Lincoln
(Statistics Search Candidate)

Thursday, January 31, 2002
4:00 PM, B10 Ford Hall
Minneapolis, East Bank Campus
Social at 3:30 PM, 300 Ford Hall

Abstract

For any estimator obtained by solving , a generalized bootstrap technique is introduced. This is a suitable generalization of the paired bootstrap, delete- jackknives (for any ), Bayesian bootstrap, -out-of- bootstrap, and several other variations of the bootstrap. Consistency and higher order accuracy results for the generalized bootstrap is obtained. We also discuss how to extend the proposed method for -functionals of the data, examples of which are multivariate medians, data depth measures and so on. In some instances the generalized bootstrap offers algorithms with remarkable computational advantage over classical techniques.