Construct · 1 fields · 1 citations

jackknife: a standalone construct

One name. One construct. A landmark on the map.

● anchor · one construct, one field Nearest construct by meaning·not indexed
jackknife1 CONSTRUCTJackknifeQUENOUILLE · 1956

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Statistics

Leave one observation out at a time to estimate bias and variance

The jackknife is a resampling method for estimating the bias and variance of a statistic by recomputing it many times, each time leaving out one observation from the sample. Comparing these leave-one-out estimates to the full-sample estimate reveals how sensitive the statistic is and yields a bias-corrected value and a variance estimate without distributional assumptions. Quenouille's 1956 Notes on bias in estimation developed the bias-reduction procedure, and Tukey later named it the jackknife for its all-purpose utility. The referent is this systematic leave-one-out resampling, a predecessor of the bootstrap.[1]

Unit
The set of leave-one-out recomputations of an estimator
Recovery means
Not applicable
Measured by
Used to produce jackknife estimates of an estimator's bias and standard error from the leave-one-out replicates

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Nearby constructs

bootstrap3 fields · 3 citationsjingle · one word, three constructsbias6 fields · 8 citationsjingle · one name, six constructsestimation3 fields · 3 citationsjingle · one word, three constructs

References

  1. Quenouille, M. H. (1956). Notes on bias in estimation. Biometrika, 43(3–4), 353–360. https://doi.org/10.2307/2332914

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