Open AccessASYMPTOTIC PROPERTIES OF THE ROBUSTIFIED JACKKNIFED ESTIMATOR
Author(s) -
Jones Douglas H.
Publication year - 1984
Publication title -
ets research report series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.235
H-Index - 5
ISSN - 2330-8516
DOI - 10.1002/j.2330-8516.1984.tb00081.x
Subject(s) - jackknife resampling , estimator , mathematics , standard error , consistency (knowledge bases) , statistics , asymptotic distribution , econometrics , discrete mathematics
This article describes several properties of Wainer and Wright's (1980) jackknifed ability estimator. These properties are as follows: the first order asymptotic behavior of the standard jackknife, including consistency properties; the first order asymptotic behavior of the general M‐type robustified jackknife including consistency properties and formulas for the standard error; and a small sample distribution‐free formula for the standard error of the standard jackknife.