Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
arXiv:math/0301363
Abstract
The jackknife variance estimator and the the infinitesimal jackknife variance estimator are shown to be asymptotically equivalent if the functional of interest is a smooth function of the mean or a trimmed L-statistic with Hoelder continuous weight function.
9 pages. To appear in Annals of the Institute of Statistical Mathematics