Martingale inequalities and the Jackknife estimate of variance

WanSoo T. Rhee and Michel Talagrand

Statistics & Probability Letters, 1986, vol. 4, issue 1, 5-6

Abstract: We give a short proof of the Jackknife Estimate of Variance of Efron-Stein using martingale difference techniques. The method could be used to get information on other moments than the second moment.

Keywords: jackknife; variance (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (2)

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