# Questions tagged [jackknife]

The jackknife is one of several resampling methods (see also bootstrap). In the jackknife, one (or sometimes more) points from the data are deleted in each resample.

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### Prove that Jackknife variance estimate is less than and equal to variance of original estimate

I understand the variance jackknife estimate is equal to the variance of original estimate. but in what circumstance the variance jackknife estimate is less than the variance of original estimate?
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### Why is the jackknife less computationally intensive than the bootstrap?

It's often claimed that the jackknife is less computationally intensive. How is that the case? My understanding is that the jackknife involves the following steps: Remove 1 data point Estimate the ...
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### MSE of the Jackknife Estimator for the Uniform distribution

The Jackknife is a resampling method, a predecessor of the Bootstrap, which is useful for estimating the bias and variance of a statistic. This can also be used to apply a "bias correction" to an ...
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### How to estimate the confidence interval of the difference of means?

I have two sets of measurements (repeated measurements of two processes, let's call them $X=\{X_i\}_{0...n}$ and $Y=\{Y_i\}_{0...m}$), and I would like to estimate (with confidence interval) the ...
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### How can I calculate $\mu_x/\mu_y$ using Jackknife?

I have difficulties in calculating confidence interval using Jackknife. Suppose that I have two independent samples and I do not know both their population distributions. I understand how to ...
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### Why are jackknife pseudovalues treated as independent?

Treating jackknife pseudovalues as IID variables is ubiquitous among the sources I've come across. However, I never see an attempt to justify it beyond citing a "proposal" by Tukey's 1958 paper, which ...
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### What kind of data should be used to demonstrate jack-knife usability?

I tried to use jack-knife method to get the estimation of parameters of the model of the time series. The problem is, that if I use the least squares method, the parameters of a model are always the ...
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### testing for differences using jackknife distributions

I have two distributions relative to two experimental conditions. I compute a certain index (i.e. coherence) describing each distribution. I want to see if there is a significant difference ...
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### jackknife replicate weights for survey data

I am confused about utilizing the jackknife replicate weights for computing the variance. From the second equation on page 192 of STATA's documentation (http://www.stata.com/manuals13/svy.pdf), the ...
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### Estimating the total with jackknife

At a homework assignment, we are supposed to estimate the total in a population using a Horvitz Thompson estimator, and then estimate the variance using the jackknife technique. As a first step, I ...
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### Jackknife and matrix diagonalization

Suppose I have $M$ matrices $n\times n$ of the form: \begin{equation} C^{k} = \begin{bmatrix} x^{k}_{11} & x^{k}_{12} & x^{k}_{13} & \dots & x^{k}_{1n} \\ x^{k}_{21} ...
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### What is a good introductory text on resampling methods? [duplicate]

I have found a few decent ones about specific resampling applications such as bootstrapped confidence intervals, but nothing broader. A journal article or book chapter would be preferable to an entire ...
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