A note on the bias and consistency of the jackknife variance estimator in stratified samples

被引：3

作者：

Bloznelis, M

机构：

[1] Vilnius State Univ, LT-2006 Vilnius, Lithuania

[2] Inst Math & Informat, LT-2600 Vilnius, Lithuania

来源：

STATISTICS | 2003年 / 37卷 / 06期

关键词：

hoeffding decomposition; jackknife variance estimatiom; stratified sample without replacement; efron-stein inequality; normal approximation;

D O I：

10.1080/02664760310001619323

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：

Using the ANOVA decomposition, we obtain an explicit formula for the bias of the jackknife variance estimator in stratified sample, drawn without replacement. For a wide class of asymptotically linear statistics, we show the consistency of the jackknife variance estimator and establish the asymptotic normality of their Studentized versions.

引用

页码：489 / 504

页数：16

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