A note on the jackknife, the bootstrap and the delta method estimators of bias and variance

Abstract

SUMMARY: The jackknife, bootstrap and delta method all provide estimators of bias and variance for an extremely wide class of statistics. Simulation results and asymptotic expansions show that the three methods coincide, at least to first-order terms. The absence of skewness leads to second-order coincidence of the jackknife and delta methods. © 1983 Biometrika Trust.