A unified jackknife theory for empirical best prediction with \(M\)-estimation

DOI10.1214/aos/1043351257zbMath1020.62025OpenAlexW2012979557WikidataQ29038270 ScholiaQ29038270MaRDI QIDQ1873618

Jiming Jiang, Shu-Mei Wan, Parthasarathi Lahiri

Publication date: 23 September 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1043351257

zbMATH Keywords

variance componentssmall-area estimationuniform consistency\(M\)-estimatorsmean squared errorsmixed linear modelsempirical best predictorsmixed logistic models

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Analysis of variance and covariance (ANOVA) (62J10)

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Uses Software

• bootstrap

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