A note on biases of Jackknife estimators of third central moments

Yoshihiko Maesono

研究成果: Contribution to journalArticle査読

抄録

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.

本文言語英語
ページ(範囲)1931-1942
ページ数12
ジャーナルCommunications in Statistics - Theory and Methods
25
8
DOI
出版ステータス出版済み - 1996

All Science Journal Classification (ASJC) codes

  • 統計学および確率

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