Asymptotic accuracy of the jackknife variance estimator for certain smooth statistics
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
We show that that the jackknife variance estimator 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 for these functionals.
Keywords
Cite
@article{arxiv.math/0109002,
title = {Asymptotic accuracy of the jackknife variance estimator for certain smooth statistics},
author = {Alex D Gottlieb},
journal= {arXiv preprint arXiv:math/0109002},
year = {2007}
}
Comments
13 pages