This paper concerns normal approximations to the distribution of the maximum likelihood estimator in one-parameter families. The traditional variance approximation is 1/§, where...
Bootstrap methods are computer-intensive methods of statistical analysis, which use simulation to calculate standard errors, confidence intervals, and significance tests. The me...
Second-order asymptotic properties of the jackknife procedure are discussed, and the jackknifed estimator is shown to be a vulnerable estimator whose variation can be severely u...
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