Jackknifing L‐estimates

Kuang‐Fu ‐F Cheng

doi:10.2307/3315075

Jackknifing L‐estimates

Kuang‐Fu ‐F Cheng

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

Linear functions of order statistics (“L‐estimates”) of the form T_n =under jackknifing are investigated. This paper proves that with suitable conditions on the function J, the jackknifed version T_n of the L‐estimate T_n has the same limit distribution as T_n. It is also shown that the jackknife estimate of the asymptotic variance of n^1/2 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	https://doi.org/10.2307/3315075
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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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‐Ess{\'e}en rate associated with asymptotic normality, and a law of the iterated logarithm of a class of jackknife L‐estimates, are characterized.",

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AB - 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.

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KW - Berry‐Esséen rate

KW - Jackknife

KW - law of the iterated logarithm

KW - L‐estimate

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ER -

Jackknifing L‐estimates

Abstract

Keywords

ASJC Scopus subject areas

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