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Biometrika 1983 70(2):501-504; doi:10.1093/biomet/70.2.501
© 1983 by Biometrika Trust
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MISCELLANEA

Variance estimation for the jackknife using von Mises expansions

M. KNOTT and C. C. FRANGOS

Department of Statistical and Mathematical Sciences, London School of Economics and Political Science
Department of Mathematics, University of Crete Iraklion, Greece

Some results of Hinkley (1978) on variances associated with jacknife estimation are shown to be incomplete due to the need to include third-order terms in a von Mises expansion. We also show that estimators given in that paper for variances are not adequate for moderate sample sizes, and can be substantially improved. A Monte Carlo simulation supports the conclusions.

Key Words: Bias • Correlation coefficient • Influence function • minque • Normal distribution


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