Asymptotic accuracy of the jackknife variance estimator for certain smooth statistics

2001/09/01 by Gottlieb, Alex D
#62G09 #62G20 #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.math/0109002

Abstract

We show that that the jackknife variance estimator v_jack 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 v_jack for these functionals.

Related

• Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
• Jackknife variance estimation for common mean estimators under ordered variances and general two-sample statistics
• The Bayesian Infinitesimal Jackknife for Variance
• Jackknife Variance Estimation for Hájek-Dominated Generalized U-Statistics
• Bias, Consistency, and Alternative Perspectives of the Infinitesimal Jackknife