Improving the jackknife with special reference to correlation estimation
From MaRDI portal
Publication:4181802
DOI10.1093/biomet/65.1.13zbMath0398.62026OpenAlexW2068172401MaRDI QIDQ4181802
Publication date: 1978
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11299/199292
CorrelationRobustnessOutlierEstimationJackknifeSecond Order PropertiesInfluence FunctionResidualSmall-Sample Behavior
Related Items (12)
A test for correlation based on Kendall's tau ⋮ On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix ⋮ Bias reduction for jackknife skewness ⋮ The jackknife and regression with \(AR(1)\) errors ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ A note on biases of jackknife estimators of third central moments ⋮ Higher order comparisons of jackknife variance estimators ⋮ Aspects of two group concordance ⋮ A Pseudo-Replicate Estimator of the Variance of a Function of Sample Means ⋮ Canonical Correlation Analysis Using Small Number of Samples ⋮ Jackknife estimation of the eigenvalues of the covariance matrix ⋮ Using jackknife in nonlinear models - confidence regions for a function of the structural parameter
This page was built for publication: Improving the jackknife with special reference to correlation estimation