A Note on Bootstrap Moment Consistency for Semiparametric M-Estimation

@inproceedings{Cheng2011ANO,
  title={A Note on Bootstrap Moment Consistency for Semiparametric M-Estimation},
  author={Guang Cheng},
  year={2011}
}
The bootstrap variance estimate is widely used in semiparametric inferences. However, its theoretical validity is a well known open problem. In this note, we provide a first theoretical study on the bootstrap moment estimates in semiparametric models. Specifically, we establish the bootstrap moment consistency of the Euclidean parameter which immediately… CONTINUE READING