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Effects of bagging and bias correction on estimators defined by estimating equations

Hall, Peter; Chen, Song

Description

Bagging an estimator approximately doubles its bias through the impact of bagging on quadratic terms in expansions of the estimator. This difficulty can be alleviated by bagging a suitably bias-corrected estimator, however. In these and other circumstances, what is the overall impact of bagging and/or bias correction, and how can it be characterised? We answer these questions in the case of general estimators defined by estimating equations, including for example maximum likelihood and method...[Show more]

CollectionsANU Research Publications
Date published: 2003
Type: Journal article
URI: http://hdl.handle.net/1885/76459
Source: Statistica Sinica

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