ASYMPTOTIC DEFICIENCY OF THE JACKKNIFE ESTIMATOR |
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| Authors: | Masafumi Akahira |
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| Affiliation: | University of Electro-Communications, Tokyo and Stanford University |
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| Abstract: | In this paper it is shown that the bias-adjusted maximum likelihood estimator (MLE) is asymptotically equivalent to the jackknife estimator in the variance up to the order n-1 and the asymptotic deficiency of the jackknife estimator relative to the bias-adjusted MLE is equal to zero. |
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| Keywords: | Asymptotic deficiency Jackknife estimator Maximum likelihood estimator Second order asymptotically efficient estimator |
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