BIAS REDUCTION FOR JACKKNIFE SKEWNESS ESTIMATORS

被引：2

作者：

TU, D ^{[1
]}

GROSS, AJ ^{[1
]}

机构：

[1] MED UNIV S CAROLINA,DEPT BIOMETRY & EPIDEMIOL,CHARLESTON,SC 29403

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 08期

关键词：

BIAS CORRECTION; JACKKNIFE ESTIMATION OF SKEWNESS; MONTE-CARLO SIMULATION;

D O I：

10.1080/03610929408831389

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It has been found in simulation studies (Beran, 1984; Tu and Zhang, 1992a) that the jackknife skewness estimators have large downward biases. In this paper a method to reduce the biases of negative jackknife skewness estimators is suggested. The performance of the bias reduced estimators is assessed by Monte Carlo simulations for both small and moderate sample sizes.

引用

页码：2323 / 2341

页数：19

共 50 条

[1] Jackknife estimators for reducing bias in asset allocation
Partani, Amit
Morton, David P.
Popova, Ivilina
[J]. PROCEEDINGS OF THE 2006 WINTER SIMULATION CONFERENCE, VOLS 1-5, 2006, : 783 - +
[2] DOUBLE JACKKNIFE BIAS-CORRECTED ESTIMATORS
BERG, BA
[J]. COMPUTER PHYSICS COMMUNICATIONS, 1992, 69 (01) : 7 - 14
[3] The bias and skewness of M-estimators in regression
Withers, Christopher
Nadarajah, Saralees
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2010, 4 : 1 - 14
[4] Jackknife for Bias Reduction in Predictive Regressions
Zhu, Min
[J]. JOURNAL OF FINANCIAL ECONOMETRICS, 2013, 11 (01) : 193 - 220
[5] A NOTE ON THE JACKKNIFE, THE BOOTSTRAP AND THE DELTA METHOD ESTIMATORS OF BIAS AND VARIANCE
PARR, WC
[J]. BIOMETRIKA, 1983, 70 (03) : 719 - 722
[6] Jackknife bias reduction for polychotomous logistic regression
Bull, SB
Greenwood, CMT
Hauck, WW
[J]. STATISTICS IN MEDICINE, 1997, 16 (05) : 545 - 560
[7] Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters
Withers, Christopher S.
Nadarajah, Saralees
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2013, 118 : 138 - 147
[8] Jackknife and analytical bias reduction for nonlinear panel models
Hahn, J
Newey, W
[J]. ECONOMETRICA, 2004, 72 (04) : 1295 - 1319
[9] Fast estimators of the jackknife
Buzas, JS
[J]. AMERICAN STATISTICIAN, 1997, 51 (03): : 235 - 240
[10] BIAS REDUCTION: THE DELTA METHOD VERSUS THE JACKKNIFE AND THE BOOTSTRAP
Withers, Christopher S.
Nadarajah, Saralees
[J]. PAKISTAN JOURNAL OF STATISTICS, 2014, 30 (01): : 143 - 151

← 1 2 3 4 5 →