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Half-sample variance estimation |
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| Authors: | Jun Shao Xiquan Shi |
| Institution: | 1. University of Ottawa , Ottawa, Canada;2. Fudan University , Shanghai, China |
| Abstract: | This paper studies an alternative to the jackknife variance estimator, the half-sample variance estimator. Both theoretical and Monte Carlo comparisons between the half-sample variance estimator and the jackknife variance estimator indicate that the former is better in some situations. |
| Keywords: | bias conservative estimators half-sampling jackknife mean squared error sample quantiles variance estimation |