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Original Articles

Small sample performance of jackknife confidence intervals for the james-stein estimator

Pages 401-418 | Received 01 Jun 1989, Published online: 24 Oct 2007
 

Abstract

The primary goal of this paper is to examine the small sample coverage probability and size of jackknife confidence intervals centered at a Stein-rule estimator. A Monte Carlo experiment is used to explore the coverage probabilities and lengths of nominal 90% and 95% delete-one and infinitesimal jackknife confidence intervals centered at the Stein-rule estimator; these are compared to those obtained using a bootstrap procedure.

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