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Biometrika 1977 64(1):21-28; doi:10.1093/biomet/64.1.21
© 1977 by Biometrika Trust
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Jackknife confidence limits using Student t approximations

D. V. HINKLEY

School of Statistics, University of Minnesota Twin Cities

This paper presents a simplified account of the theory of jackknife confidence limits with reference to the effects of s-at-a-time omission. Both the usual and a modified Student t approximation are considered for the standardized jackknifed estimator. Monte Carlo results are given for the cases of variance and correlation parameters.

Key Words: Correlation • Cross-validation • Jackknife • Variance


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