Heteroscedasticity-robustness of jackknife variance estimators in linear models

DOI10.1214/aos/1176350610zbMath0651.62064MaRDI QIDQ1106594

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

zbMATH Keywords

consistency; linear models; transition matrix; likelihood ratio tests; asymptotic unbiasedness; finite Markov chain; uniformly optimal; . asymptotically optimal tests; delete-1 jackknife variance estimator; error variance heteroscedasticity; exact Bahadur slope; exponential rate of convergence of type II errors; jackknife variance estimators; measures of imbalance; weighted jackknife variance estimators

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

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