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Research Report SRR95-030
Asymptotic representations and expansions of jackknife estimators of third moments
Yoshihiko Maesono
Abstract:
In this paper we study asymptotic properties of jackknife estimators of
third central
moments which take an important roll in improving the accuracy of the normal
approximation. For the jackknife variance estimators, their asymptotic
properties are
precisely studied and an Edgeworth expansion is established. Here we obtain an
asymptotic representation of the jackknife estimator of the third central
moment for
U-statistic with remainder term
op(n-1)
and an Edgeworth expansion
with remainder
term o(n-½).
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