TY - JOUR
T1 - A note on biases of Jackknife estimators of third central moments
AU - Maesono, Yoshihiko
PY - 1996
Y1 - 1996
N2 - 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.
AB - 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.
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U2 - 10.1080/03610929608831794
DO - 10.1080/03610929608831794
M3 - Article
AN - SCOPUS:25844456646
VL - 25
SP - 1931
EP - 1942
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
SN - 0361-0926
IS - 8
ER -