Heteroscedasticity-robustness of jackknife variance estimators in linear models
DOI10.1214/AOS/1176350610zbMATH Open0651.62064OpenAlexW1983201775MaRDI QIDQ1106594FDOQ1106594
Authors: Jun Shao, C. F. Jeff Wu 
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350610
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consistencylinear modelslikelihood ratio teststransition matrixasymptotic unbiasednessfinite Markov chainuniformly optimal. asymptotically optimal testsdelete-1 jackknife variance estimatorerror variance heteroscedasticityexact Bahadur slopeexponential rate of convergence of type II errorsjackknife variance estimatorsmeasures of imbalanceweighted jackknife variance estimators
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (20)
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Jackknifing type weighted least squares estimators in partially linear regression models.
- One-step jackknife for \(M\)-estimators computed using Newton's method
- Subsample and half-sample methods
- Conservative confidence ellipsoids for linear model parameters
- Jackknifing in partially linear regression models with serially correlated errors
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- JACKKNIFE TESTS FOR HETEROSCEDASTICITY IN THE GENERAL LINEAR MODEL
- Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models
- Hybrid and Size-Corrected Subsampling Methods
- Another look at the jackknife: Further examples of generalized bootstrap
- Applied regression analysis bibliography update 1988-89
- Some conditions on the design of a regression model
- Robust tests and confidence intervals for error variance in a regression model and for functions of variance components inan unbalanced random one-way model
- Asymptotic theory in generalized linear models with nuisance scale parameters
- Asymptotic theory in heteroscedastic nonlinear models
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
- Central limit theorems for functional Z -estimators with functional nuisance parameters
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals
- Resampling estimation when observations are m–dependent
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