Heteroscedasticity-robustness of jackknife variance estimators in linear models

DOI10.1214/AOS/1176350610zbMath0651.62064OpenAlexW1983201775MaRDI QIDQ1106594

Jun Shao, C. F. Jeff Wu

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350610

zbMATH Keywords

consistencylinear modelstransition matrixlikelihood ratio testsasymptotic unbiasednessfinite Markov chainuniformly optimal. asymptotically optimal testsdelete-1 jackknife variance estimatorerror variance heteroscedasticityexact Bahadur slopeexponential rate of convergence of type II errorsjackknife variance estimatorsmeasures of imbalanceweighted jackknife variance estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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