Jackknifing L‐estimates

Kuang‐Fu ‐F Cheng

doi:10.2307/3315075

Jackknifing L‐estimates

Kuang‐Fu ‐F Cheng

研究成果: 雜誌貢獻 › 文章 › 同行評審

4 引文斯高帕斯（Scopus）

摘要

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.

原文	英語
頁（從 - 到）	49-58
頁數	10
期刊	Canadian Journal of Statistics
卷	10
發行號	1
DOIs	https://doi.org/10.2307/3315075
出版狀態	已發佈 - 1982
對外發佈	是

ASJC Scopus subject areas

統計與概率
統計、概率和不確定性

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10.2307/3315075

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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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Jackknifing L‐estimates

摘要

ASJC Scopus subject areas

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其它文件與鏈接

指紋

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