Improvements of Jackknife Confidence Limit Methods
DAVID V. HINKLEY, Bo‐Cheng Wei
Abstract
DAVID V. HINKLEY, Bo‐Cheng Wei
Abstract
Edgeworth expansion is applied to studentized parameter estimates when the standard error has been computed by a jackknife method. Adjustments to the usual jackknife confidence limit formulae are obtained. This approach is contrasted with a bootstrap approach in numerical illustrations for estimation of a ratio.
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Edgeworth expansion is applied to studentized parameter estimates when the standard error has been computed by a jackknife method. Adjustments to the usual jackknife confidence limit formulae are obtained. This approach is contrasted with a bootstrap approach in numerical illustrations for estimation of a ratio.
Key concepts: Jackknife resampling, Studentized range, Mathematics, Confidence interval, Statistics, Edgeworth series, Limit (mathematics), Standard error