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Biometrika 1975 62(3):637-642; doi:10.1093/biomet/62.3.637
© 1975 by Biometrika Trust
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On the generalized jackknife and its relation to statistical differentials

H. L. GRAY, W. R. SCHUCANY and T. A. WATKINS

Department of Statistics, Southern Methodist University Dallas
Department of Mathematics, Texas Tech University

The flexibility of the definition of the first-order generalized jackknife is exploited so that its relation to the method of statistical differentials can be seen. The estimators presented have the same bias reduction and asymptotic distributional properties as the usual generalized jackknife. A limiting case produces an infinitesimal jackknife which represents a generalization of statistical differentials.

Key Words: Bias reduction • Generalized jackknife • Infinitesimal jackknife • Statistical differentials • U-statistic


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