The iterated jackknife estimate of variance

Using the iterated jackknife, we obtain an expansion for the variance of a symmetric statistic of i.i.d. samples. This expansion gives new classes of inequalities.

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Year of publication:	1997
Authors:	Houdré, Christian
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 35.1997, 2, p. 197-201
Publisher:	Elsevier
Keywords:	Jackknife Efron-Stein inequality Delta method Bootstrap

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

Persistent link: https://www.econbiz.de/10005053188