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Resampling Methods For Estimating Functions With U-Statistic Structure, Wenyu Jiang, Jack Kalbfleisch
Resampling Methods For Estimating Functions With U-Statistic Structure, Wenyu Jiang, Jack Kalbfleisch
The University of Michigan Department of Biostatistics Working Paper Series
Suppose that inference about parameters of interest is to be based on an unbiased estimating function that is U-statistic of degree 1 or 2. We define suitable studentized versions of such estimating functions and consider asymptotic approximations as well as an estimating function bootstrap (EFB) method based on resampling the estimated terms in the estimating functions. These methods are justified asymptotically and lead to confidence intervals produced directly from the studentized estimating functions. Particular examples in this class of estimating functions arise in La estimation as well as Wilcoxon rank regression and other related estimation problems. The proposed methods are …