Jackknife estimation for Markov processes with no mixing constraints

Abstract

The jackknife resampling procedure is a technique to reduce the bias of a statistic. As with other resampling techniques, the jackknife procedure is motivated by and is well understood in the i.i.d. regime. However, analysis of the procedure when samples have memory is limited, and is predominantly restricted to cases with strong mixing or memory… (More)
DOI: 10.1109/ISIT.2017.8007084

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