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The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators

 

作者: Jun Shao,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1989)
卷期: Volume 84, issue 405  

页码: 114-119

 

ISSN:0162-1459

 

年代: 1989

 

DOI:10.1080/01621459.1989.10478745

 

出版商: Taylor & Francis Group

 

关键词: Computation reduction;Mean squared error;Simple random sample;Variance estimation

 

数据来源: Taylor

 

摘要:

The problem considered is the computation reduction for general delete-djackknife variance estimators. The delete-djackknife estimator was proved consistent (Shao and Wu 1986), and in this article its mean squared error is shown to have ordero(n–2), wherenis the sample size. These properties are not shared by the traditional delete-1 jackknife in some situations. Use of the delete-djackknife, however, requires (nd) recomputations of a point estimate θ, which increases rapidly asnanddincrease. Using techniques from survey sampling, a shortcut can be taken with θ evaluated onlymtimes,m≪ (nd). The efficiency and consistency of the resulting jackknife-sampling (hybrid) variance estimators (JSVE's) are studied. Ifmis chosen so thatn/m→ 0, the increase in mean squared error by using the JSVE is relatively negligible. For the consistency of JSVE,m→ ∞ is sufficient. Hence the JSVE withm<ncan also be used to alleviate the computational burden for the delete-1 jackknife in the case wherenis large and evaluating θ needs large computations. The performance of JSVE is also studied in a simulation study.

 

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