Martingale inequalities and the Jackknife estimate of variance

We give a short proof of the Jackknife Estimate of Variance of Efron-Stein using martingale difference techniques. The method could be used to get information on other moments than the second moment.

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Year of publication:	1986
Authors:	Rhee, WanSoo T. ; Talagrand, Michel
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 1, p. 5-6
Publisher:	Elsevier
Subject:	jackknife variance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319435