Asymptotic representations of jackknife skewness estimators and Edgeworth expansions

Research Report SRR95-047

Asymptotic representations of jackknife skewness estimators and Edgeworth expansions

Yoshihiko Maesono

Abstract: It has been found in simulation studies that jackknife estimators of skewness have downward biases. In this paper we obtain asymptotic representations of the jackknife skewness estimators for U-statistics with remainder term o_p(n^-1) and discuss the biases theoretically. Using the asymptotic representations, we also obtain an Edgeworth expansion with remainder term o(n^-½).

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