Jackknifing L‐estimates

Kuang‐Fu ‐F Cheng

Research output: Contribution to journalArticle

3 Citations (Scopus)

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 languageEnglish
Pages (from-to)49-58
Number of pages10
JournalCanadian Journal of Statistics
Volume10
Issue number1
DOIs
Publication statusPublished - 1982
Externally publishedYes

Fingerprint

Jackknife
Law of the Iterated Logarithm
Asymptotic Variance
Limit Distribution
Order Statistics
Asymptotic Normality
Linear Function
Estimate
Class
Form
Asymptotic variance
Asymptotic normality
Order statistics
Limit distribution

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

Cite this

Jackknifing L‐estimates. / Cheng, Kuang‐Fu ‐F.

In: Canadian Journal of Statistics, Vol. 10, No. 1, 1982, p. 49-58.

Research output: Contribution to journalArticle

Cheng, Kuang‐Fu ‐F. / Jackknifing L‐estimates. In: Canadian Journal of Statistics. 1982 ; Vol. 10, No. 1. pp. 49-58.
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