Jackknife variance estimation for common mean estimators under ordered variances and general two-sample statistics

by   Ansgar Steland, et al.
RWTH Aachen University

Samples with a common mean but possibly different, ordered variances arise in various fields such as interlaboratory experiments, field studies or the analysis of sensor data. Estimators for the common mean under ordered variances typically employ random weights, which depend on the sample means and the unbiased variance estimators. They take different forms when the sample estimators are in agreement with the order constraints or not, which complicates even basic analyses such as estimating their variance. We propose to use the jackknife, whose consistency is established for general smooth two--sample statistics induced by continuously Gâteux or Fréchet differentiable functionals, and, more generally, asymptotically linear two--sample statistics, allowing us to study a large class of common mean estimators. Further, it is shown that the common mean estimators under consideration satisfy a central limit theorem (CLT). We investigate the accuracy of the resulting confidence intervals by simulations and illustrate the approach by analyzing several data sets.


page 1

page 2

page 3

page 4


Consistency of estimators and variance estimators for two-stage sampling

Two-stage sampling designs are commonly used for household and health su...

Estimating accuracy of the MCMC variance estimator: a central limit theorem for batch means estimators

The batch means estimator of the MCMC variance is a simple and effective...

Convergent estimators of variance of a spatial mean in the presence of missing observations

In the geosciences, a recurring problem is one of estimating spatial mea...

General order adjusted Edgeworth expansions for generalized t-tests

We develop generalized approach to obtaining Edgeworth expansions for t-...

On estimating the structure factor of a point process, with applications to hyperuniformity

Hyperuniformity is the study of stationary point processes with a sub-Po...

Please sign up or login with your details

Forgot password? Click here to reset