The jackknife estimate of variance
From MaRDI portal
Publication:1162320
DOI10.1214/aos/1176345462zbMath0481.62035OpenAlexW1992068214WikidataQ56619326 ScholiaQ56619326MaRDI QIDQ1162320
Charles M. Stein, Efron, Bradley
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345462
Related Items
Martingale inequalities and the jackknife estimate of variance, Efficient input-output model representations, Analysis of variance designs for model output, Evaluating prediction uncertainty in simulation models, Global sensitivity analysis for the boundary control of an open channel, Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations., A characterization of functions with vanishing averages over products of disjoint sets, Noise-stability and central limit theorems for effective resistance of random electric networks, Liberating the weights, Two-stage and fully sequential determination of estimator as well as sample size, On the variance of the trimmed mean, Robust finite-intersection tests for homogeneity of ordered variances, A limit theorem for continuous selectors, A nearest neighbor estimate of the residual variance, Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions, Sensitivity analysis: a review of recent advances, Orthogonal arrays robust to a specified set of nonnegligible effects, Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance, Normal approximation for the net flux through a random conductor, Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization, A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable, Scrambled net variance for integrals of smooth functions, Sensitivity studies of pollutant concentrations calculated by the UNI-DEM with respect to the input emissions, The iterated jackknife estimate of variance, Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations, Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture), The properties of the cross-match estimate and split sampling, Robust design optimization by polynomial dimensional decomposition, An alternative way to compute Fourier amplitude sensitivity test (FAST)., Complexity and effective dimension of discrete Lévy areas, Total interaction index: a variance-based sensitivity index for second-order interaction screening, Measuring association and dependence between random vectors, Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index, A strong law of large numbers for random biased connected graphs, Quenched Voronoi percolation, Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation, A mutual information estimator with exponentially decaying bias, Managerial insights from service industry models: a new scenario decomposition method, On the fundamental conjecture of HDMR: a Fourier analysis approach, Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance, Cornish-Fisher expansions using sample cumulants and monotonic transformations, A structure theorem for Boolean functions with small total influences, On the variance of random polytopes, Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing, On the variance of quadrature over scrambled nets and sequences, A universal strong law of large numbers for conditional expectations via nearest neighbors, Concentration inequalities using the entropy method, Random polytopes and the Efron-Stein jackknife inequality., Methods for estimation of convex sets, Sharp threshold for percolation on expanders, Generalized random forests, Euclidean semi-matchings of random samples, Adjustments of multi-sample \(U\)-statistics to right censored data and confounding covariates, A new method of normal approximation, Covariances of symmetric statistics, A Bernstein-type inequality for functions of bounded interaction, Random geometric complexes in the thermodynamic regime, On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators, Metastability in a condensing zero-range process in the thermodynamic limit, Scaling laws for maximum coloring of random geometric graphs, Local antithetic sampling with scrambled nets, A global tolerance approach to sensitivity analysis in linear programming, On the separability of multivariate functions, Derivative-based generalized sensitivity indices and Sobol' indices, Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis, Standard errors for bagged and random forest estimators, Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory, Data-driven kriging models based on FANOVA-decomposition, A matrix variance inequality, Global sensitivity of structural variability by random sampling, A note on the delete-d jackknife variance estimators, The combinatorial structure of random polytopes, A new method for bounding rates of convergence of empirical spectral distributions, Optimal quantitative estimates in stochastic homogenization for elliptic equations in nondivergence form, Moment inequalities for functions of independent random variables, A general class of linearly extrapolated variance estimators, Asymptotic properties on high-dimensional multivariate regression M-estimation, A high-dimensional Wilks phenomenon, Poisson process Fock space representation, chaos expansion and covariance inequalities, Local metrics of the Gaussian free field, Integral approximation by kernel smoothing, Sparse harmonic transforms. II: Best \(s\)-term approximation guarantees for bounded orthonormal product bases in sublinear-time, Concentration inequalities for bounded functionals via log-Sobolev-type inequalities, Testing the equality of a large number of means of functional data, Variance inequalities using first derivatives, The RSW theorem for continuum percolation and the CLT for Euclidean minimal spanning trees, Estimating the variance of the sample median, discrete case, A test for the two-sample problem based on empirical characteristic functions, Poisson-Voronoi approximation, A geometric property of the sample mean and residuals, Maximal correlation and monotonicity of free entropy and of Stein discrepancy, Product-form estimators: exploiting independence to scale up Monte Carlo, Polynomial-time algorithms for multivariate linear problems with finite-order weights: Average case setting, Scrambling Sobol' and Niederreiter-Xing points, A quadratic approximation for jackknife estimators of the variance of sample mean functions, Weak derivative-based expansion of functions: ANOVA and some inequalities, Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics, Convergence of optimal stochastic bin packing, Sparse grids and applications -- Stuttgart 2014. Collected contributions of the 3rd workshop, SGA 2014, Stuttgart, Germany, September 1--5, 2014, On cross-validation in kernel and partitioning regression estimation., Sedimentation of random suspensions and the effect of hyperuniformity, SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations, Asymptotic covariance estimation by Gaussian random perturbation, Rates of convergence for random forests via generalized U-statistics, Effective discrepancy and numerical experiments, Sensitivity analysis and uncertainty quantification for environmental models, Mathematical Properties of Polynomial Dimensional Decomposition, Gaussian bounds for noise correlation of functions, Sensitivity analysis with finite changes: an application to modified EOQ models, Extreme eigenvalues of nonlinear correlation matrices with applications to additive models, Estimation of Entropy and Mutual Information, Leave-One-Out Bounds for Kernel Methods, Approximation errors in truncated dimensional decompositions, Effective resistance of random trees, Estimation and Inference of Heterogeneous Treatment Effects using Random Forests, Edgeworth approximations for distributions of symmetric statistics, Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation, ANOVA-MOP: ANOVA Decomposition for Multiobjective Optimization, Half-sample variance estimation, A Multigrid Method for Adaptive Sparse Grids, Dimension reduction for pricing options under multidimensional Lévy processes, Global sensitivity analysis in epidemiological modeling, On the size of chaos via Glauber calculus in the classical mean-field dynamics, BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES, Liouville quantum gravity and the Brownian map. III: The conformal structure is determined, The envelope probability plot as a goodness-of-fit test, Stochastic isogeometric analysis in linear elasticity, Bias reduction for jackknife skewness, Frequency–wavenumber spectral analysis of spatio-temporal flows, Sequential Bayesian Polynomial Chaos Model Selection for Estimation of Sensitivity Indices, Quantifying forcing uncertainties in the hydrodynamics of the Gironde estuary, Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions, Asymptotics for multisample statistics, On ANOVA Decompositions of Kernels and Gaussian Random Field Paths, Global sensitivity analysis: a Bayesian learning based polynomial chaos approach, Comment: Models are approximations!, Efficient VaR and CVaR Measurement via Stochastic Kriging, Random points and lattice points in convex bodies, A note on biases of jackknife estimators of third central moments, Variance estimates for random disc-polygons in smooth convex discs, Hilbert space analysis of Latin Hypercube Sampling, Multiscale functional inequalities in probability: constructive approach, Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods, Sensitivity measures,anova-like Techniques and the use of bootstrap, Higher order comparisons of jackknife variance estimators, Kernel density estimates in a non-standard situation, Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests, Concentration of the Clock Process Normalisation for the Metropolis Dynamics of the REM, Crossed-derivative based sensitivity measures for interaction screening, Classical and quantum mechanical models of many-particle systems. Abstracts from the workshop held November 29 -- December 5, 2020 (online meeting), Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments, A law of large numbers for nearest neighbour statistics, Local tail bounds for functions of independent random variables, Taylor linearization sampling errors and design effects for poverty measures and other complex statistics, Can we trust the bootstrap in high-dimension?, An asymptotic representation of a ratio of two statistics and its applications, Subsampling extremes: from block maxima to smooth tail estimation, Rate of convergence of the density estimation of regression residual, Contribution to the theory of Pitman estimators, Automotive crashworthiness design using response surface‐based variable screening and optimization, Maximum Likelihood Estimation of a Stochastic Integrate-and-Fire Neural Encoding Model, A Berry-Esseen bound for symmetric statistics, Design of Experiment in Global Sensitivity Analysis Based on ANOVA High-Dimensional Model Representation, A polynomial dimensional decomposition for stochastic computing, Testing Juntas: A Brief Survey, Strong universal consistency of smooth kernel regression estimates, On the variance of the random sphere of influence graph, Efficient bootstrap methods: A review, A multivariate fast discrete Walsh transform with an application to function interpolation, Control variates for quasi-Monte Carlo (with comments and rejoinder), Intrinsic volumes of inscribed random polytopes in smooth convex bodies, Jackknife estimation for a family of life distributions, Applications of the worldline Monte Carlo formalism in quantum mechanics, RCRnorm: an integrated system of random-coefficient hierarchical regression models for normalizing nanostring nCounter data, An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics, eXtended Stochastic Finite Element Method for the numerical simulation of heterogeneous materials with random material interfaces, Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap, On the consistency of a test for symmetry based on a runs statistic, Parseval inequalities and lower bounds for variance-based sensitivity indices, Theoretical and empirical estimates of mean-variance portfolio sensitivity, Convex Hulls of Random Walks, Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices, Computation of optimal portfolios using simulation-based dimension reduction, A note on the bias and consistency of the jackknife variance estimator in stratified samples, The tail dependograph, Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection, A Quantitative Central Limit Theorem for the Effective Conductance on the Discrete Torus, Comments on ‘High-dimensional model representation for structural reliability analysis’ by R. Chowdhury, B. N. Rao and A. M. Prasad, Communications in Numerical Methods in Engineering 2009; 25:301-337, Numerical meshless solution of high-dimensional sine-Gordon equations via Fourier HDMR-HC approximation, Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application, Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification, Screening: from tornado diagrams to effective dimensions, Letter to the editor, Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances, Global sensitivity analysis for repeated measures studies with informative drop-out: A semi-parametric approach, The multivariate functional de Jong CLT, Nonparametric standard errors and confidence intervals, Jackknife for nonlinear estimating equations, Metastable behavior of weakly mixing Markov chains: the case of reversible, critical zero-range processes, Broadcasting on random recursive trees, Preintegration via Active Subspace, Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case, Local Linear Forests, A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions, Jackknife method for the location of gross errors in weighted total least squares, On Figures of Merit for Randomly-Shifted Lattice Rules, Distributed inference for two‐sample U‐statistics in massive data analysis, Doubly random polytopes, Hypercontractivity for global functions and sharp thresholds, Tightness of supercritical Liouville first passage percolation, Use of multivariate distance measures for high‐dimensional data in tests for difference, superiority, equivalence and non‐inferiority, Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources, Pseudorandom sets in Grassmann graph have near-perfect expansion, Mean Dimension of Ridge Functions, Secure non-interactive simulation from arbitrary joint distributions, Entropy estimation via uniformization, Universality of approximate message passing with semirandom matrices, A Tool for Custom Construction of QMC and RQMC Point Sets, Efficient Error and Variance Estimation for Randomized Matrix Computations, Weighted U-statistics for likelihood-ratio ordering of bivariate data, Balancing weights for region-level analysis: the effect of medicaid expansion on the uninsurance rate among states that did not expand medicaid, Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data, A Multilevel Method for Many-Electron Schrödinger Equations Based on the Atomic Cluster Expansion, Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation, Scalable kernel two-sample tests via empirical likelihood and jackknife, District-level poverty estimation: a proposed method, Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods, Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares, Higher order concentration of measure, Unnamed Item, Gaussian polytopes: variances and limit theorems, A Statistical Method for Emulation of Computer Models With Invariance-Preserving Properties, With Application to Structural Energy Prediction, An efficient variance estimator for cross-validation under partition sampling, Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs, Estimation of the Derivative-Based Global Sensitivity Measures Using a Gaussian Process Metamodel, A variance bound for a general function of independent noncommutative random variables, Selection of Models of Lagged Identification Rates and Lagged Association Rates Using AIC and QAIC, Functional Network Topology Learning and Sensitivity Analysis Based on ANOVA Decomposition, A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices, Global Sensitivity Analysis for Optimization with Variable Selection, A Shapley--Owen Index for Interaction Quantification, Unnamed Item, Fast Discrete Fourier Transform on Generalized Sparse Grids, Functional sensitivity analysis of ruin probability in the classical risk models, Sobol Sensitivity: A Strategy for Feature Selection
