Functional jackknifing: Rationality and general asymptotics
TLDR
In this paper, a technique de jackknife is proposed for estimating the variance and representations of distributions asymptotiques du second-ordre for les estimateurs du jackknife classiques.Abstract:
On considere une technique de jackknife a deux niveaux pour l'estimation de la variance et des representations de distributions asymptotiques du second-ordre pour les estimateurs du jackknife classiquesread more
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Journal ArticleDOI
Differentiability of Statistical Functionals and Consistency of the Jackknife
TL;DR: In this article, the smoothness of T through the differentiability of T and establishes some general results for the consistency of the jackknife variance estimators of the functional T. The results are applied to some examples in which the statistics $T(F_n)$ are L-, M-and some test statistics.
Journal ArticleDOI
Effect of the initial estimator on the asymptotic behavior of one-step M-estimator
Jana Jurečková,Pranab Kumar Sen +1 more
TL;DR: In this paper, the asymptotic distribution of n(Mn(1)-Mn) is studied; it is typically non-normal and reveals the role of the initial estimator Mn(0).
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Nonparametrics: Retrospectives and perspectives
Book ChapterDOI
Introduction to Hoeffding (1948) A Class of Statistics with Asymptotically Normal Distribution
TL;DR: Wassily Hoeffding was born on June 12, 1914 in Mustamaki, Finland, near St Petersburg (now Leningrad), USSR as mentioned in this paper, where the Bolshevik movement was quite intense and consolidated under the Lenin dictatorship in the Civil War of 1918-20.
Journal ArticleDOI
Von Mises Approximation of the Critical Value of a Test
TL;DR: In this paper, a von Mises approximation of the critical value of a test and a saddlepoint approximation of it are proposed to compute quantiles of complicated test statistics with a complicated distribution function, which is a very common situation in robustness studies.