Nonparametric estimation of variance, skewness and kurtosis of the distribution of a statistic by jackknife and bootstrap techniques

M. Schemper

Statistica Neerlandica, 1987, vol. 41, issue 1, 59-64

Abstract: While jackknife and bootstrap estimates of the variance of a statistic are well–known, the author extends these nonparametric maximum likelihood techniques to the estimation of skewness and kurtosis. In addition to the usual negative jackknife also a positive jackknife as proposed by BERAN (1984) receives interest in this work. The performance of the methods is investigated by a Monte Carlo study for Kendall's tau in various situations likely to occur in practice. Possible applications of these developments are discussed.

Date: 1987
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