Functional jackknifing: Rationality and general asymptotics (Q1116224): Difference between revisions
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Revision as of 02:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional jackknifing: Rationality and general asymptotics |
scientific article |
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Functional jackknifing: Rationality and general asymptotics (English)
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1988
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Under some regularity conditions, the second order asymptotic distributional representation for the classical jackknifing is given using the second order compact differentiability. The general formulation and the rationality of the functional jackknife estimator are discussed, and its asymptotic normality is also shown under suitable conditions. Furthermore, a two-step jackknifed variance estimator is considered.
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asymptotic variance
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bias
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bootstrap
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Fréchet differentiability
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Hadamard derivative
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jackknifed variance
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perturbations
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pseudovariables
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robustness
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second-order representation
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statistical functional
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second order asymptotic distributional representation
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second order compact differentiability
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asymptotic normality
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two-step jackknifed variance estimator
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