Bootstrapping Z Estimators

نویسندگان

  • Jon A. Wellner
  • Yihui Zhan
چکیده

We prove a general bootstrap theorem for possibly in nite dimensional Z estimators which builds on the recent in nite dimensional Z theorem due to Van der Vaart Our result extends nite dimensional results of this type for the bootstrap due to Arcones and Gin e Lele and Newton and Raftery We sketch three examples of models with in nite dimensional parameter spaces as applicatons of our general theorem Research supported in part by National Science Foundation grant DMS and by NIAID grant R AI AMS subject classi cations Primary F E secondary B

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تاریخ انتشار 1996