A Resampling Method Based on Pivotal Estimating Functions
基于枢轴估计函数的重抽样方法
Suppose that, under a semiparametric model setting, one is interested in drawing inferences about a finite-dimensional parameter vector β based on an estimating function. Generally a consistent point estimator β^ for βo, the true value for β, can be easily obtained by finding a root of the corresponding estimating equation. To estimate the variance of β^, however, may involve complicated and subjective nonparametric functional estimates. In this paper, a general and simple…