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The Jackknife Estimate of Variance

open access: yesAnnals of Statistics, 1981
Tukey's jackknife estimate of variance for a statistic $S(X_1, X_2, \cdots, X_n)$ which is a symmetric function of i.i.d. random variables $X_i$, is investigated using an ANOVA-like decomposition of $S$. It is shown that the jackknife variance estimate tends always to be biased upwards, a theorem to this effect being proved for the natural jackknife ...
B Efron
exaly   +4 more sources

The jackknife-a review

Biometrika, 1974
SUMMARY Research on the jackknife technique since its introduction by Quenouille and Tukey is reviewed. Both its role in bias reduction and in robust interval estimation are treated. Some speculations and suggestions about future research are made. The bibliography attempts to include all published work on jackknife methodology.
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Sharpening the jackknife

Biometrika, 1976
SUMMARY The jackknife is now well known as a widely applicable bias-reduction tool, with the added advantages of Tukey's variance estimator, and in certain applications, a gain in precision. In this paper a new family of jackknives is introduced, together with a variance estimator.
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Jackknifing R-estimators

Biometrika, 1989
Sufficient conditions are given for the consistency of the jackknife variance estimator for R-estimators of location in the one- and two- sample problems. In particular, the jackknife is shown to produce strongly consistent estimates of the variance of the Hodges-Lehmann estimator.
Schucany, William R., Sheather, Simon J.
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Jackknifing Disattenuated Correlations

Psychometrika, 1976
The utility of the jackknife for constructing confidence intervals and testing hypotheses about the disattenuated correlation is evaluated for small samples. Computer simulations were used to generate the empirical sampling distributions of jackknife statistics for two sample sizes (30, 60), five values of the disattenuated ...
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Theory for the Jackknife

1995
This chapter presents theory for the jackknife in the case where the data are i.i.d. Many results can be extended in a straightforward manner to more complicated cases, which will be studied in later chapters. We begin this chapter by first focusing on jackknife variance estimators.
Jun Shao, Dongsheng Tu
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Implementing the jackknife

Applied Mathematics and Computation, 1991
This paper is concerned with convergence acceleration of the jackknife. Recognizing the similarity of the ratios of determinants involved in the E-algorithm, a convergence acceleration algorithm, and the jackknife, the author shows how the E-algorithm can be used for implementing the jackknife.
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