A note on biases of Jackknife estimators of third central moments

Yoshihiko Maesono

    Research output: Contribution to journalArticlepeer-review


    In this paper we study the biases of jackknife estimators of central third moments which play an important role in improving the accuracy of the normal approximation. It has been found in simulation studies that the jackknife estimator of the skewness coefficient, into which the jackknife variance and third moment estimators are substituted, have downward biases. For the jackknife variance estimators, their asymptotic properties are precisely studied and their biases are discussed theoretically. Here we study the biases of the jackknife estimators of the central third moments for U-statistics theoretically. The results show that the biases are not always downward.

    Original languageEnglish
    Pages (from-to)1931-1942
    Number of pages12
    JournalCommunications in Statistics - Theory and Methods
    Issue number8
    Publication statusPublished - 1996

    All Science Journal Classification (ASJC) codes

    • Statistics and Probability


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