Consistency of jackknife estimators of the variances of simple quantiles

DOI10.1080/03610928808829786MaRDI QIDQ3473018zbMATH OpenOpenAlexFDO

Authors Jun Shao

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829786

zbMATH Keywords

sample quantileHelly's theoremConsistencydelete-d jackknife

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• A general theory for jackknife variance estimation
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Cites work

• A New Proof of the Bahadur Representation of Quantiles and an Application
• Approximation Theorems of Mathematical Statistics
• NOTES ON BIAS IN ESTIMATION
• The mean-square error of Bahadur's order-statistic approximation

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(11)

• A general theory for jackknife variance estimation
• Jackknife method for intermediate quantiles
• On using the jackknife to estimate quantile variance
• Estimating the variance of the LAD regression coefficients.
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• Strong consistency of the jackknife estimate of variance and covariance for Koziol-Green integrals
• Another look at the jackknife: Further examples of generalized bootstrap
• Higher order comparisons of jackknife variance estimators
• Bootstrap estimation of the asymptotic variances of statistical functionals
• scientific article; zbMATH DE number 1536239 (Why is no real title available?)
• A note on the bias and consistency of the jackknife variance estimator in stratified samples

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