Weighted jackknife-after-bootstrap

Jin Wang, J. Sunil Rao, Jun Shao
1997 Proceedings of the 29th conference on Winter simulation - WSC '97  
We investigate the problem of deriving precision estimates for bootstrap quantities. The one major stipulation is that no further bootstrapping will be allowed. In 1992, Efron derived the method of jackknife-after-bootstrap (JAB) and showed how this problem can potentially be solved. However, the applicability of JAB was questioned in situations where the number of bootstrap samples was not large. The JAB estimates were inflated and performed poorly. We provide a simple correction to the JAB
more » ... hod using a weighted form where the weights are derived from the original bootstrap samples. Our Monte Carlo experiments show that the weighted jackknifeafter-bootstrap (WJAB) performs very well.
doi:10.1145/268437.268486 fatcat:7pxqjwfvc5huxidiqahs6nq7m4