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Asymptotic accuracy of the jackknife variance estimator for certain smooth statistics

Alex D Gottlieb
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Abstract

We show that that the jackknife variance estimator $v_{jack}$ and the the infinitesimal jackknife variance estimator are asymptotically equivalent if the functional of interest is a smooth function of the mean or a smooth trimmed L-statistic. We calculate the asymptotic variance of $v_{jack}$ for these functionals.

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Alex D Gottlieb. 2001-09-01. Asymptotic accuracy of the jackknife variance estimator for certain smooth statistics. https://arxiv.org/abs/math/0109002

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