Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
Abstract
Description
The jackknife variance estimator and the the infinitesimal jackknife variance estimator are shown to be asymptotically equivalent if the functional of interest is a smooth function of the mean or a trimmed L-statistic with Hoelder continuous weight function.
9 pages. To appear in Annals of the Institute of Statistical Mathematics
9 pages. To appear in Annals of the Institute of Statistical Mathematics