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Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/20
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
Analysis of Performance Measures in Experimental Designs Using Jackknife
Performance Measures Experimental Designs
2015/3/20
Analysis of Performance Measures in Experimental Designs Using Jackknife.
Jackknife and bootstrap with cycling blocks for the estimation of fractional parameter in ARFIMA model
Jackknife bootstrap fractionally parameter ARFIMA model moving blocks non overlapping blocks
2011/4/6
One of most important problems concerning the ARFIMA time series model is the estimation of fractional parameter d. Various methods have been used to solve this problem, such as the log-periodogram r...
Delete-group Jackknife Estimate in Partially Linear Regression Models with Heteroscedasticity
partially linear regression model asymptotic variance
2007/12/10
Consider a partially linear regression model with an unknown vector parameter β, an unknown function g(·), and unknown heteroscedastic error variances. Chen, You~([23]) proposed a semiparametric gener...