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Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics

Alex D. Gottlieb
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Abstract

The jackknife variance estimator and the the infinitesimal jackknife variance estimator are shown to be asymptotically equivalent if the functional of interest is a smooth function of the mean or a trimmed L-statistic with Hoelder continuous weight function.

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Alex D. Gottlieb. 2003-01-31. Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics. https://arxiv.org/abs/math/0301363

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