Bias Correction with Jackknife, Bootstrap, and Taylor Series

Preprint English OPEN
Jiao, Jiantao; Han, Yanjun; Weissman, Tsachy;
(2017)
  • Subject: Mathematics - Statistics Theory | Computer Science - Machine Learning | Computer Science - Information Theory
    arxiv: Statistics::Theory | Statistics::Methodology

We analyze the bias correction methods using jackknife, bootstrap, and Taylor series. We focus on the binomial model, and consider the problem of bias correction for estimating $f(p)$, where $f \in C[0,1]$ is arbitrary. We characterize the supremum norm of the bias of g... View more
  • References (3)

    [AGW71] JE Adams, HL Gray, and TA Watkins. An asymptotic characterization of bias reduction by jackknifing. The Annals of Mathematical Statistics, pages 1606-1612, 1971.

    Gregory Valiant and Paul Valiant. The power of linear estimators. In Foundations of Computer Science (FOCS), 2011 IEEE 52nd Annual Symposium on, pages 403-412.

    IEEE, 2011.

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