An improvement of the jackknife distribution function estimator

DOI10.1214/aos/1176349268zbMath0792.62036OpenAlexW2051029623MaRDI QIDQ1314465

James G. Booth, Hall, Peter

Publication date: 28 February 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349268

zbMATH Keywords

bootstrapasymptotic normalityconvergence ratenormal distributionmixingEdgeworth expansionsampling without replacementjackknife estimator

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric statistical resampling methods (62G09)

Related Items (9)

An Edgeworth expansion for symmetric finite population statistics ⋮ Subsampling, symmetrization, and robust interpolation ⋮ Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases ⋮ Confidence intervals based on estimators with unknown rates of convergence ⋮ Subsampling Continuous Parameter Random Fields and a Bernstein Inequality ⋮ The impact of bootstrap methods on time series analysis ⋮ On distribution function estimation using log-odds interpolation ⋮ Bootstrap confidence intervals for the pareto index ⋮ Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics

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