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Consistency of jackknife variance estimators jun

 

作者: Jun Shao,  

 

期刊: Statistics  (Taylor Available online 1991)
卷期: Volume 22, issue 1  

页码: 49-57

 

ISSN:0233-1888

 

年代: 1991

 

DOI:10.1080/02331889108802282

 

出版商: Akademie-Verlag

 

关键词: Jackknife;weak differentiability;M-estimaters

 

数据来源: Taylor

 

摘要:

A class of delete-d jackknife estimators of the asymptotic variances of point estimators are shown to be consistent when d, the number of observations removed from the original sample, is a fraction of n and the point estimators are generated from a sta¬tistical functional which possesses a weak differentiability property. The computation of the delete-∧ jackknife estimators is almost as easy as the traditional delete-1 jackknife estimator. The results are applied to problems in robust M-estimation

 

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