Small sample performance of jackknife confidence intervals for the james-stein estimator
- 1 January 1990
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 19 (2) , 401-418
- https://doi.org/10.1080/03610919008812864
Abstract
The primary goal of this paper is to examine the small sample coverage probability and size of jackknife confidence intervals centered at a Stein-rule estimator. A Monte Carlo experiment is used to explore the coverage probabilities and lengths of nominal 90% and 95% delete-one and infinitesimal jackknife confidence intervals centered at the Stein-rule estimator; these are compared to those obtained using a bootstrap procedure.Keywords
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