Consistency of jackknife variance estimators jun

DOI10.1080/02331889108802282MaRDI QIDQ3353975zbMATH OpenOpenAlexFDO

Authors Jun Shao

Publication date 1991

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889108802282

zbMATH Keywords

M-estimationweak differentiabilityasymptotic variances of point estimatesdelete-d jackknife estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Consistency of jackknife estimators of the variances of simple quantiles
• The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators
• Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models
• A general theory for jackknife variance estimation
• On the bias of the jackknife estimate of variance
• The iterated jackknife estimate of variance

Cites work

• A differential for L-statistics
• A general theory for jackknife variance estimation
• Approximation Theorems of Mathematical Statistics
• Jackknifing L-Statistics with Smooth Weight Functions
• The Influence Curve and Its Role in Robust Estimation

Cited in

(11)

• A general theory for jackknife variance estimation
• Consistency of jackknife estimators of the variances of simple quantiles
• Strong consistency of the jackknife estimate of variance and covariance for Koziol-Green integrals
• scientific article; zbMATH DE number 4166371 (Why is no real title available?)
• Jackknifing R-estimators
• A new consistency proof for HAC variance estimators
• Heteroscedasticity-robustness of jackknife variance estimators in linear models
• Asymptotic results in jackknifing nonsmooth functions of the sample mean vector
• The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators
• The iterated jackknife estimate of variance
• The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals

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