Higher order comparisons of jackknife variance estimators
Author:
Yoshihiko Maesono ab
| Affiliations: | a School of Mathematical Sciences, Centre for Mathematics and its Application, The Australian National University, Australia |
| b Graduate School of Mathematics, Kyushu University 01, Ropponmatsu, Fukuoka, Japan |
DOI:
10.1080/10485259608832687
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
In this paper we discuss jackknife estimators of the variance and their corrections precisely. Shao-Wu [10] have studied a jackknife variance estimator which is based on a delete-d-original estimator. And they have proved the consistency of the delete-d jackknife variance estimator even if the original estimator is not smooth. Their results are especially useful for the jackknife estimation of the variance of the sample quantile. Whereas in the case of smooth original estimators, which include U-statistics, the delete-d jackknife variance estimator is at least as large as the delete-1 estimator which is the traditional jackknife variance estimator. Then the delete-d jackknife variance estimator has larger bias than the delete-1.
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| Keywords: delete-d jackknife; jackknife estimator of variance; smoothness of an estimator; U-statistics |
| AMS 1991 subject classifications: Primary 62G05; Secondary 62E20 |
| view references (12) |

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