Abstract
Linear functions of order statistics (“L‐estimates”) of the form Tn =under jackknifing are investigated. This paper proves that with suitable conditions on the function J, the jackknifed version Tn of the L‐estimate Tn has the same limit distribution as Tn. It is also shown that the jackknife estimate of the asymptotic variance of n1/2 is consistent. Furthermore, the Berry‐Esséen rate associated with asymptotic normality, and a law of the iterated logarithm of a class of jackknife L‐estimates, are characterized.
| Original language | English |
|---|---|
| Pages (from-to) | 49-58 |
| Number of pages | 10 |
| Journal | Canadian Journal of Statistics |
| Volume | 10 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1982 |
| Externally published | Yes |
Keywords
- asymptotic normality
- Berry‐Esséen rate
- Jackknife
- law of the iterated logarithm
- L‐estimate
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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Cite this
Cheng, KF. F. (1982). Jackknifing L‐estimates. Canadian Journal of Statistics, 10(1), 49-58. https://doi.org/10.2307/3315075