Generalized bootstrap for estimating equations

We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron, the delete-d jackknife and variations of the Bayesian bootstrap. The use of the proposed technique is discussed in some examples. Distributional consistency of the method is established and an asymptotic representation of the resampling variance estimator is obtained.Comment: Published at http://dx.doi.org/10.1214/009053604000000904 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

The case for high speed rail to the three cities: final report

This report has been commissioned by the East Midlands Development Agency (emda) to provide evidence on the case for the Three Cities of the East Midlands, Derby, Leicester and Nottingham to be part of a UK high speed rail network. This report outlines the economic benefits of the introduction of a high speed rail link serving the Three Cities, coupled with upgrades to the existing lines, to form a coherent strategy for the rail network over the next 20 to 30 years

Bulk behaviour of Schur-Hadamard products of symmetric random matrices

We develop a general method for establishing the existence of the Limiting Spectral Distributions (LSD) of Schur-Hadamard products of independent symmetric patterned random matrices. We apply this method to show that the LSDs of Schur-Hadamard products of some common patterned matrices exist and identify the limits. In particular, the Schur-Hadamard product of independent Toeplitz and Hankel matrices has the semi-circular LSD. We also prove an invariance theorem that may be used to find the LSD in many examples.Comment: 27 pages, 1 figure; to appear, Random Matrices: Theory and Applications. This is the final version, incorporating referee comment