Jackknife Approximations to Bootstrap Estimates
نویسندگان
چکیده
منابع مشابه
Jackknife Approximations to Bootstrap Estimates
Let T be an estimate of the form Tn = T(F ) where F is the nn n' n sample cdf of n iid observations and T is a locally quadratic functional defined on cdf's. Then, the normalized jackknife estimates for bias, skewness, and variance of Tn approximate closely their bootstrap counterparts. Each of these estimates is consistent. Moreover, the jackknife and bootstrap estimates of variance are asympt...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1984
ISSN: 0090-5364
DOI: 10.1214/aos/1176346395