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On the Asymptotic Properties of the Jackknife Histogram Export

The Annals of Statistics, Vol. 18, No. 3. (1990), pp. 1438-1452.

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We study the asymptotic normality of the jackknife histogram. For one sample mean, it holds if and only if r, the number of observations retained, and d (= n - r), the number of observations deleted, both diverge to infinity. The best convergence rate n-1/2 is obtained when r = O(n) and d = O(n). For U statistics of degree 2 and nonlinear statistics admitting the expansion (3.1), similar results are obtained under conditions on r and d. A second order approximation based on the Edgeworth expansion is discussed briefly.


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