On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate | Zendy

Cheng KuangFu | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate

Author(s) -

Cheng KuangFu

Publication year - 1982

Publication title -

canadian journal of statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.804

H-Index - 51

eISSN - 1708-945X

pISSN - 0319-5724

DOI - 10.2307/3314903

Subject(s) - jackknife resampling , studentized range , mathematics , combinatorics , function (biology) , delta method , statistics , standard error , biology , evolutionary biology , estimator

Consider a linear function of order statistics (“L‐estimate”) which can be expressed as a statistical function T(F n ) based on the sample cumulative distribution function F n . Let T*(F n ) be the corresponding jackknifed version of T(F n ), and let V 2 n be the jackknife estimate of the asymptotic variance of n 1/2 T(F n ) or n 1/2 T*(F n ). In this paper, we provide a Berry‐Esséen rate of the normal approximation for a Studentized jackknife L‐estimate n 1/2 [T*(F n ) ‐ T(F)]/V n , where T(F) is the basic functional associated with the L‐estimate.

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research