A note on biases of Jackknife estimators of third central moments

Yoshihiko Maesono

Research output: Contribution to journalArticle

Abstract

In this paper we study the biases of jackknife estimators of central third moments which play an important role in improving the accuracy of the normal approximation. It has been found in simulation studies that the jackknife estimator of the skewness coefficient, into which the jackknife variance and third moment estimators are substituted, have downward biases. For the jackknife variance estimators, their asymptotic properties are precisely studied and their biases are discussed theoretically. Here we study the biases of the jackknife estimators of the central third moments for U-statistics theoretically. The results show that the biases are not always downward.

Original languageEnglish
Pages (from-to)1931-1942
Number of pages12
JournalCommunications in Statistics - Theory and Methods
Volume25
Issue number8
DOIs
Publication statusPublished - Jan 1 1996

Fingerprint

Central Moments
Jackknife
Estimator
Moment
Moment Estimator
U-statistics
Normal Approximation
Variance Estimator
Skewness
Asymptotic Properties
Simulation Study
Coefficient

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

A note on biases of Jackknife estimators of third central moments. / Maesono, Yoshihiko.

In: Communications in Statistics - Theory and Methods, Vol. 25, No. 8, 01.01.1996, p. 1931-1942.

Research output: Contribution to journalArticle

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