Jackknife variance estimators for generalized L-statistics

Jun Shao

Statistics & Probability Letters, 1991, vol. 11, issue 1, 27-32

Abstract: A wide class of statistics, the generalized L-statistics, was introduced in Serfling (1984). The generalized L-statistics are asymptotically normal under weak conditions. In this paper, we show that for a smooth generalized L-statistic, the jackknife estimator of its variance of the asymptotic distribution is strongly consistent. The result provides a method for large sample statistical analysis based on generalized L-statistics. It extends the existing results in jackknifing U- and L-statistics to more general situations.

Keywords: Generalized; L-statistics; jackknife; strong; consistency (search for similar items in EconPapers)
Date: 1991
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