A simple resampling method by perturbing the minimand

Suppose that under a semiparametric setting an estimator of a vector of par ameters of interest is obtained by optimising an objective function which h as a U-process structure. The covariance matrix of the estimator is general ly a function of the underlying density function, which may be difficult to estimate well by conventional methods. In this paper, we present a simple resampling method by perturbing the objective function repeatedly. Inferenc es of the parameters can then be made based on a large collection of the re sulting optimisers. We illustrate our proposal by three examples with a het eroscedastic regression model.