Heteroscedasticity-Robustness of Jackknife Variance Estimators in Linear Models
Work
Year: 1987
Type: article
Abstract: The asymptotic unbiasedness and consistency of three types of jackknife variance estimators in the presence of error variance heteroscedasticity in linear models are studied. The results are given in ... more
Source: The Annals of Statistics
Authors Jun Shao, C. F. Jeff Wu
Cites: 6
Cited by: 46
Related to: 10
FWCI: 2.528
Citation percentile (by year/subfield): 80.35
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze