Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics

被引：3

作者：

Gottlieb, AD

机构：

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2003年 / 55卷 / 03期

关键词：

jackknife variance estimator; infinitesimal jackknife; trimmed L-statistics; asymptotic normality;

D O I：

10.1007/BF02517807

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：

The jackknife variance estimator and the infinitesimal jackknife variance estimator are shown to be asymptotically equivalent if the functional of interest is a smooth function of the mean or a trimmed L-statistic with Holder continuous weight function.

引用

页码：555 / 561

页数：7

共 36 条

[1] Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
Gottlieb, Alex D.
[J]. Annal. Inst. Stat. Math, 1600, 3 (555-561):
[2] Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
Alex D. Gottlieb
[J]. Annals of the Institute of Statistical Mathematics, 2003, 55 : 555 - 561
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