Nonparametric estimation of variance, skewness and kurtosis of the distribution of a statistic by jackknife and bootstrap techniques

DOI10.1111/j.1467-9574.1987.tb01171.xzbMath0606.62043OpenAlexW2070604479MaRDI QIDQ3745062

Michael Schemper

Publication date: 1987

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1987.tb01171.x

zbMATH Keywords

Monte Carlo studyvariancekurtosisKendall's tauskewnessjackknifeestimation of momentsbootstrap estimatesnonparametric maximum likelihood techniques

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

Related Items

On the estimation of skewness of a statistic using the jackknife and the bootstrap ⋮ Bias reduction for jackknife skewness ⋮ An asymptotic representation of a ratio of two statistics and its applications ⋮ On special mathematical and computer science methods in medical sciences ⋮ Probabilities of Concurrent Extremes

Cites Work

• Jackknife approximations to bootstrap estimates
• A note on the jackknife, the bootstrap and the delta method estimators of bias and variance
• Nonparametric standard errors and confidence intervals
• Unnamed Item

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