Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
نویسنده
چکیده
The jackknife variance estimator and the the infinitesimal jackknife variance estimator are shown to be asymptotically equivalent if the functional of interest is a smooth function of the mean or a trimmed L-statistic with Hölder continuous weight function.
منابع مشابه
Asymptotic Accuracy of the Jackknife Variance Estimator for Certain Smooth Statistics
We show that that the jackknife variance estimator vjack and the the infinitesimal jackknife variance estimator are asymptotically equivalent if the functional of interest is a smooth function of the mean or a smooth trimmed L-statistic. We calculate the asymptotic variance of vjack for these functionals.
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تاریخ انتشار 2003