Skip Navigation

Biometrika 1976 63(2):305-313; doi:10.1093/biomet/63.2.305
© 1976 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by THORBUBN, D.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Some asymptotic properties of jackknife statistics

DANIEL THORBUBN

Department of Mathematics, University of Lund

The jackknife and the original statistic from which it is derived often have the same asymptotic distribution. In fact, their difference often has a variance of smaller order than the original statistic. We give sufficient and almost necessary conditions for this. We prove a similar result also for regular functions of the statistic. Applications are given to sample moments and linear combinations of order statistics. We discuss possible gains and losses in precision when using the jackknife procedure. In particular we give a lower bound on the variance of the jackknife.

Key Words: Aaymptotio distribution • Jackknife • Moments • Order statistics • Variance


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 Management ScienceHome page
G. K. Basak, R. Jagannathan, and T. Ma
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
Management Science, June 1, 2009; 55(6): 990 - 1002.
[Abstract] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.