Functional jackknifing: Rationality and general asymptotics (Q1116224): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176350714 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2071653970 / rank | |||
Normal rank |
Latest revision as of 21:51, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Functional jackknifing: Rationality and general asymptotics |
scientific article |
Statements
Functional jackknifing: Rationality and general asymptotics (English)
0 references
1988
0 references
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.
0 references
asymptotic variance
0 references
bias
0 references
bootstrap
0 references
Fréchet differentiability
0 references
Hadamard derivative
0 references
jackknifed variance
0 references
perturbations
0 references
pseudovariables
0 references
robustness
0 references
second-order representation
0 references
statistical functional
0 references
second order asymptotic distributional representation
0 references
second order compact differentiability
0 references
asymptotic normality
0 references
two-step jackknifed variance estimator
0 references