Title
Comparing the Positive Jackknife with the Usual Jackknife
Abstract
The positive jackknife is a variant of the familiar jackknife technique which also provides estimators of bias and variance for a wide class of statistics. The techniques are first-order equivalent. Using asymptotic expansions, a second-order bias comparison is performed for both biases and variance estimators. This analysis provides guidelines for describing when one technique might be preferred. The guidelines are difficult to explicitly evaluate for statistics based on continuous random variable but are often simple for categorical data situations. Examples are considered together with some small-sample calculations to evaluate the applicability of the asymptotic results for small samples.
Disciplines
Statistical Methodology | Statistical Theory
Suggested Citation
Jewell, Nicholas P. , "Comparing the Positive Jackknife with the Usual Jackknife" (May 1991). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 23.
https://biostats.bepress.com/ucbbiostat/paper23
Comments
Paper copy available from biostat@berkeley.edu. Include your surface mail address with your request.