WRSWorld Research StateContribute
WORLD RESEARCH STATE

Efron and Stein: jackknife variance through interaction decomposition

Contribution grade

Mathematics and statistics · Mathematics and statistics

Reference score160,000Provisional editorial estimate of this exact contribution; its grade is assessed separately.

What changed

Efron and Stein used orthogonal interaction decomposition to characterize the expected upward bias of the natural deletion-based jackknife variance estimate and distinguish its sample-size target and nonlinear correction limits.

Scientific scope

Efron and Stein used orthogonal interaction decomposition to characterize the expected upward bias of the natural deletion-based jackknife variance estimate and distinguish its sample-size target and nonlinear correction limits. The variance arguments require independent observations and finite second moments; the natural jackknife result has its stated symmetry/iid setting and separately generalized cases. Conservativeness is in expectation, not a pointwise upper bound or a confidence interval. Changing the scaling or target sample size can remove that property. Dependent observations and bootstrap proofs deferred to an unread report are outside the verified source scope.

Evidence

Source-linked, scoped account of the original work. The published scope states the scientific assumptions and remaining verification limits. WRS has not independently certified the full proof, experimental result or system benchmark.

Contributors

Provisional WRS assessment, edition 2026-10-16.1. Independent expert calibration is pending. This grade does not certify correctness or assign ownership.

Full scientific record · Browse contribution grades · Request a correction