Jackknife estimation of the bootstrap acceleration constant

dc.contributor.author	Φράγκος, Χρήστος Κ. (1949-)	el
dc.contributor.author	Schucany, William R.	en
dc.date.accessioned	2015-05-05T07:16:31Z
dc.date.available	2015-05-05T07:16:31Z
dc.date.issued	2015-05-05
dc.identifier.uri	http://hdl.handle.net/11400/9714
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ηνωμένες Πολιτείες	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/us/	*
dc.source	http://www.sciencedirect.com/science/article/pii/016794739090109U	el
dc.subject	Resampling (Statistics)
dc.subject	variance
dc.subject	Bias correction
dc.subject	Διόρθωση Bias
dc.subject	Correlation coefficient
dc.subject	Συντελεστής συσχέτισης
dc.subject	Edgeworth expansion
dc.subject	Edgeworth επέκταση
dc.subject	Percentile t
dc.subject	Εκατοστημόριο τ
dc.subject	Skewness
dc.subject	Ασυμμετρία
dc.subject	Studentized pivotal quantity
dc.subject	Διακύμανση
dc.title	Jackknife estimation of the bootstrap acceleration constant	en
heal.type	journalArticle
heal.classification	Mathematics
heal.classification	Statistics
heal.classification	Μαθηματικά
heal.classification	Στατιστική
heal.classificationURI	http://zbw.eu/stw/descriptor/15045-3
heal.classificationURI	http://id.loc.gov/authorities/subjects/sh99001414
heal.classificationURI	N/A-Μαθηματικά
heal.classificationURI	N/A-Στατιστική
heal.keywordURI	http://id.loc.gov/authorities/subjects/sh92003436
heal.keywordURI	http://lod.nal.usda.gov/64124
heal.identifier.secondary	doi:10.1016/0167-9473(90)90109-U
heal.language	en
heal.access	campus
heal.recordProvider	Τεχνολογικό Εκπαιδευτικό Ίδρυμα Αθήνας. Σχολή Διοίκησης και Οικονομίας. Τμήμα Διοίκησης Επιχειρήσεων. Κατεύθυνση Διοίκηση Επιχειρήσεων	el
heal.publicationDate	1990-05
heal.bibliographicCitation	Frangos, C. C. and Schucany, W. R. (1990). Jackknife estimation of the bootstrap acceleration constant. "Computational Statistics & Data Analysis", 9(3). May 1990. pp. 271-281. Available from: http://www.sciencedirect.com/science/article/pii/016794739090109U#. [Accessed 08/05/2002]	en
heal.abstract	Efron (1987) describes a new procedure for obtaining better bootstrap confidence intervals, involving the “acceleration” constant, a. He estimates a using the infinitesimal jackknife (a finite sample version of the first order influence function) of the estimator θ for a parameter θ. In this paper, the ordinary positive and negative jackknife estimates of the influence function, which involve adding or deleting single observations, are used to obtain alternative estimators of a. Aspects of the performance of the resulting confidence intervals are compared in a simulation study for the variance and the correlation coefficient. One conclusion is that the accelerated bootstrap does result in improved coverage. However, it is neither uniformly so in all cases nor enough to correct the entire shorfall from the nominal. Secondly, the ordinary jackknife is the preferred approach to the problem of estimating a. Additional simulations compare various versions of bootstrap t intervals with a modified jackknife and normal theory intervals. The studentized intervals are significantly better quantities to bootstrap, yielding much closer agreement with nominal coverage.	en
heal.journalName	Computational Statistics & Data Analysis	en
heal.journalType	peer-reviewed
heal.fullTextAvailability	true