Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics

2003/01/31 by Gottlieb, Alex D.
#62G09 #62G20 #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.math/0301363

Abstract

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 Hoelder continuous weight function.

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