Definition:Jack-Knife Resampling/Motivation

Jack-Knife Resampling: Motivation

Jack-knife resampling is particularly useful when there is no analytic theory to estimate bias.

This happens, for example, when the correlation coefficient $r$ of the sample is used as an estimator of the correlation coefficient $\rho$ of the population, for other than a bivariate normal distribution.

Computation is at this stage equivalent to that for leave-one-out cross-validation.

The computations are computer-intensive, and has largely been superseded by the technique of bootstrapping.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): jack-knife
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): jack-knife