Bias Correction With Jackknife, Bootstrap, and Taylor Series

DOI10.1109/TIT.2020.2969439MaRDI QIDQ5124435zbMATH OpenOpenAlexFDO

Authors Jiantao Jiao, Yanjun Han

Publication date 29 September 2020

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.06183

zbMATH Keywords

binomial model

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40)

Abstract: We analyze bias correction methods using jackknife, bootstrap, and Taylor series. We focus on the binomial model, and consider the problem of bias correction for estimating $f(p)$, where $finC[0,1]$ is arbitrary. We characterize the supremum norm of the bias of general jackknife and bootstrap estimators for any continuous functions, and demonstrate the in delete-$d$ jackknife, different values of $d$ may lead to drastically different behaviors in jackknife. We show that in the binomial model, iterating the bootstrap bias correction infinitely many times may lead to divergence of bias and variance, and demonstrate that the bias properties of the bootstrap bias corrected estimator after $r-1$ rounds are of the same order as that of the $r$-jackknife estimator if a bounded coefficients condition is satisfied.

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(8)

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