Some asymptotic properties of jackknife statistics
刀切法统计量的若干渐近性质
SUMMARY The jackknife and the original statistic from which it is derived often have the same asymptotic distribution. In fact, their difference often has a variance of smaller order than the original statistic. We give sufficient and almost necessary conditions for this. We prove a similar result also for regular functions of the statistic. Applications are given to sample moments and linear combinations of order statistics. We discuss possible gains and losses in precision…