L-Statistics with Smooth Weight Functions Jackknife Well.

Abstract

The behavior of linear combinations of order statistics (L-statistics) under jackknifing is discussed. The asymptotic behavior of a jackknifed L-statistic is produced, and the pseudo-value based variance estimate is shown to be consistent under moderate smoothness and a trimming condition of the weight function. The results extend easily to functions of L-statistics and thus answer a question posed in Miller (1974). Monte Carlo results support small-sample applicability of the large-sample results for the construction of approximate confidence intervals. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 13, 1980
Accession Number
ADA085207

Entities

People

  • William C. Parr
  • William R. Schucany

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Construction
  • Contracts
  • Convergence
  • Data Science
  • Distribution Functions
  • Estimators
  • Information Science
  • Intervals
  • Order Statistics
  • Probability
  • Standards
  • Statistical Analysis
  • Statistical Samples
  • Statistics
  • Theorems
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.