A Trimmed Jackknife
研究了用修剪均值替代普通均值来改进刀切估计量的稳健性,给出了渐近理论并讨论两个简单例子。
Summary The jackknifed version of a regular estimate is the average of the sample pseudo-values, which in general are not independent and often have long-tailed distributions. We examine the simple alternative of the trimmed average of the pseudo-values, which is a naive type of robust estimate. The asymptotic theory is developed and two simple examples are discussed.