A note on moment convergence of bootstrap M-estimators
作者： Kengo Kato
关键词: Moment (mathematics) 、 Consistency (statistics) 、 Convergence (routing) 、 Variance (accounting) 、 M-estimator 、 Econometrics 、 Quantile regression 、 Uniform integrability 、 Estimator 、 Mathematics
摘要: This paper studies the consistency of bootstrap moment estimators for a general M-estimator. We establish theorem on uniform integrability M-estimator, thereby giving sufficient conditions estimators. As an application our theorem, we provide variance estimator quantile regression estimator, which has been considered as important unsolved problem in literature. also discuss justification information criterion.
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