Differentiability of statistical functionals and consistency of the jackknife

DOI10.1214/aos/1176349015zbMath0783.62028OpenAlexW2036321128MaRDI QIDQ2366727

Jun Shao

Publication date: 23 March 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349015

zbMATH Keywords

consistencyL-estimatorsM-estimatorscontinuous differentiabilityempirical distributionvariance estimationFrechet differentiabilitylinear rank statisticsGateaux derivativejackknife estimatorconvex set of \(p\)-dimensional distributionsdifferentiability of statistical functionals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Statistical distribution theory (62E99)

Related Items (12)

Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics ⋮ Empirical likelihood confidence intervals for regression parameters of the survival rate ⋮ Efficient VaR and CVaR Measurement via Stochastic Kriging ⋮ Asymptotic results in jackknifing nonsmooth functions of the sample mean vector ⋮ Jackknife methods for left-truncated data ⋮ Estimators of Influence Function ⋮ Unnamed Item ⋮ Testing quasi-independence for truncation data ⋮ High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation ⋮ Testing quasi-independence for doubly truncated data ⋮ Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances ⋮ A Smooth Block Bootstrap for Statistical Functionals and Time Series

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