Jackknife variance estimators for generalized L-statistics

DOI10.1016/0167-7152(91)90172-NMaRDI QIDQ809498zbMATHOpenAlexFDO

Authors Jun Shao

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90172-n

zbMATH Keywords

strong consistencyU-statisticsgeneralized L-statisticsjackknife estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Recommendations

• A general theory for jackknife variance estimation
• scientific article; zbMATH DE number 3907574
• Generalized L‐statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990)
• ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS
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Cites work

• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• Generalized L-, M-, and R-statistics
• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• Jackknifing $U$-Statistics
• Jackknifing L-Statistics with Smooth Weight Functions
• NOTES ON BIAS IN ESTIMATION
• Robust Statistics
• Some invariance principles relating to jackknifing and their role in sequential analysis

Cited in

(7)

• Jackknifing R-estimators
• scientific article; zbMATH DE number 3907574 (Why is no real title available?)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
• scientific article; zbMATH DE number 854588 (Why is no real title available?)
• ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS
• Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
• Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances

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