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.
| Original language | English |
|---|---|
| Pages (from-to) | 35-45 |
| Number of pages | 11 |
| Journal | Journal of Nonparametric Statistics |
| Volume | 7 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Jan 1 1996 |
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All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
Cite this
Higher order comparisons of jackknife variance estimators. / Maesono, Yoshihiko.
In: Journal of Nonparametric Statistics, Vol. 7, No. 1, 01.01.1996, p. 35-45.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Higher order comparisons of jackknife variance estimators
AU - Maesono, Yoshihiko
PY - 1996/1/1
Y1 - 1996/1/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0008023080&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0008023080&partnerID=8YFLogxK
U2 - 10.1080/10485259608832687
DO - 10.1080/10485259608832687
M3 - Article
VL - 7
SP - 35
EP - 45
JO - Journal of Nonparametric Statistics
JF - Journal of Nonparametric Statistics
SN - 1048-5252
IS - 1
ER -