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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