Improving the jackknife with special reference to correlation estimation
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Publication:4181802
DOI10.1093/BIOMET/65.1.13zbMATH Open0398.62026OpenAlexW2068172401MaRDI QIDQ4181802FDOQ4181802
Authors: D. V. Hinkley
Publication date: 1978
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11299/199292
EstimationRobustnessCorrelationJackknifeInfluence FunctionSecond Order PropertiesOutlierResidualSmall-Sample Behavior
Cited In (13)
- A test for correlation based on Kendall's tau
- Using jackknife in nonlinear models - confidence regions for a function of the structural parameter
- Canonical Correlation Analysis Using Small Number of Samples
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation
- Higher order comparisons of jackknife variance estimators
- On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix
- Empirical Likelihood for Network Data
- A note on biases of jackknife estimators of third central moments
- Aspects of two group concordance
- Bias reduction for jackknife skewness
- Jackknife estimation of the eigenvalues of the covariance matrix
- A Pseudo-Replicate Estimator of the Variance of a Function of Sample Means
- The jackknife and regression with \(AR(1)\) errors
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