All of the jackknife methods (JN) I have seen (for example) use the JN to estimate standard errors and then use those estimates in standard normal-assumption symmetric intervals constructions ($ \hat{\mu} \pm z_{1 - \alpha} \cdot \hat{se} $),
Can the jackknife be used to estimate the sample statistic distribution directly ala the bootstrap? In other words, can the values returned from jackknife replication be used as inputs to percentile or BCa-type confidence interval functions to get asymmetric interval? Can Jackknife only be used to find standard errors?