Management Science and Financial Engineering

  • 제9권1호
  • /
  • Pages.4-10
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  • 2003
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  • 2287-2043(pISSN)
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  • 2287-2361(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

Assessing the Precision of a Jackknife Estimator

  • 발행 : 2003.05.01
⟨ 이전 논문 다음 논문 ⟩

초록

We introduce a new estimator of the uncertainty of a jackknife estimate of standard error: the jack-knife-after-jackknife (JAJ). Using Monte Carlo simulation, we assess the accuracy of the JAJ in a variety of settings defined by statistic of interest, data distribution, and sample size. For comparison, we also assess the accuracy of the jackknife-after-bootstrap (JAB) estimate of the uncertainty of a bootstrap standard error. We conclude that the JAJ provides a useful new supplement to Tukey's jackknife, and the combination of jackknife and JAJ provides a useful alternative to the combination of bootstrap and JAB.

키워드

참고문헌

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