Asymptotic accuracy of the jackknife variance estimator for certain smooth statistics
Alex D Gottlieb
Abstract
We show that that the jackknife variance estimator vjack and the the infinitesimal jackknife variance estimator are asymptotically equivalent if the functional of interest is a smooth function of the mean or a smooth trimmed L-statistic. We calculate the asymptotic variance of vjack for these functionals.
Create a lesson
Related papers
On Natural Exponential Families with Log-Affine Generalized Variance
Zeyu Cao, Shaosai Huang
Fundamental Limits of Coherent Imaging in The Presence of Atmospheric Turbulence
Songbin Liu, Hanyu Yang, Junren Chen et al.
Regularization vs. Convolution in Kernel-Based Hypothesis Testing
Omar Hagrass, Bharath K. Sriperumbudur
Inference for Realized Quadratic Covariation of R and R2 as a Measure of Return Asymmetry
Haozhe Jiang, Ostap Okhrin, Michael Rockinger
Variational Splines and Generalized Gaussian Processes
Michael Unser
Conformal Prediction at Performative Equilibrium: The Price of Performativity
Ahmed Mahrous, Roberto Di Pietro