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March, 1977 Some Invariance Principles Relating to Jackknifing and Their Role in Sequential Analysis
Pranab Kumar Sen
Ann. Statist. 5(2): 316-329 (March, 1977). DOI: 10.1214/aos/1176343797

Abstract

For a broad class of jackknife statistics, it is shown that the Tukey estimator of the variance converges almost surely to its population counterpart. Moreover, the usual invariance principles (relating to the Wiener process approximations) usually filter through jackknifing under no extra regularity conditions. These results are then incorporated in providing a bounded-length (sequential) confidence interval and a preassigned-strength sequential test for a suitable parameter based on jackknife estimators.

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Pranab Kumar Sen. "Some Invariance Principles Relating to Jackknifing and Their Role in Sequential Analysis." Ann. Statist. 5 (2) 316 - 329, March, 1977. https://doi.org/10.1214/aos/1176343797

Information

Published: March, 1977
First available in Project Euclid: 12 April 2007

zbMATH: 0365.62082
MathSciNet: MR443175
Digital Object Identifier: 10.1214/aos/1176343797

Subjects:
Primary: 60B10
Secondary: 62E20, 62G35, 62L10

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 2 • March, 1977
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