Abstract

Abstract The behavior of linear combinations of order statistics (L-statistics) under jackknifing is discussed. The asymptotic behavior of a jackknifed L-statistic is described and the pseudovalue-based variance estimate is shown to be consistent under moderate smoothness and a trimming condition on the weight function. The results extend easily to functions of L-statistics and thus answer a question posed in Miller (1974). Monte Carlo results support small-sample applicability of the large-sample results for the construction of approximate confidence intervals.

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