Small sample performance of jackknife confidence intervals for the james-stein estimator |
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Authors: | Lee C Adkins |
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Institution: | Department of Economics , Oklahoma State University , Stillwater, OK, 74078 |
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Abstract: | The primary goal of this paper is to examine the small sample coverage probability and size of jackknife confidence intervals centered at a Stein-rule estimator. A Monte Carlo experiment is used to explore the coverage probabilities and lengths of nominal 90% and 95% delete-one and infinitesimal jackknife confidence intervals centered at the Stein-rule estimator; these are compared to those obtained using a bootstrap procedure. |
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Keywords: | bootstrap jackknife infinitesimal jackknife Stein-rule estimator confidence intervals |
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