EFFICIENT CALCULATION OF THE JACKKNIFE ESTIMATOR FOR LINEAR LEAST SQUARES RANK DEFICIENT
PDF (Español (España))

How to Cite

Martínez , H. J., & Sanabria R, A. M. (2023). EFFICIENT CALCULATION OF THE JACKKNIFE ESTIMATOR FOR LINEAR LEAST SQUARES RANK DEFICIENT. Revista De La Academia Colombiana De Ciencias Exactas, Físicas Y Naturales, 36(141), 415–422. https://doi.org/10.18257/raccefyn.36(141).2012.2529

Downloads

Download data is not yet available.

Métricas Alternativas


Dimensions

Abstract

This article, we extend to the linear least squares problem of rank deficient, the result given in [Mart´ınez-Sanabria, 2006], which reduces from m n2/(m − 1)/2+n(m − 1) +n3/6 to m[3n + n2] the standard algorithm cost of computing the jackknife estimator for the linear least squares problem of full range.

https://doi.org/10.18257/raccefyn.36(141).2012.2529

Keywords

Jackknife estimator | Linear least squares problem | full range | rank deficient
PDF (Español (España))

References

[Behar-Yepes, 1991] Behar, R. y Yepes, M. (1991) Sobre algunas técnicas de remuestreo: El método de jackknife. Heur´ıstica, No 6, P´ags. 49-58.

[Dennis-Schnabel, 1983] Dennis, J.E. & Schnabel, R.B. (1983) Numerical methods for unconstrained optimization and nonlinear equations. Prentice Hall, New Jersey, USA.

[Efron, 1994] Efron, B. (1994) The Jackknife, the Bootstrap and Other Resampling Plans CBMS-NSF Regional Conference Series in Applied Mathematics, No. 38, Sixth Edition, SIAM, Philadelphia, PA, USA.

[Kleinjuen–et. al, 1987] Kleijuen, JPC., Karremans, P. Oortwinj, W., Van Groen- nendaal, W. (1987) Jackknifing estimated weighted least squares, Communications in Statistics: Theory and Methods v.16, Pags. 747- 764.

[Kovar-Rao-Wu, 1988] Kovar, J., Rao, J. & Wu, CFJ. (1988) Bootstrap and other me- thods to measure errors in survey estimates, Canadian Journal of Statistics 16, P´ag. 26-45.

[Mart´ınez-Sanabria, 2000] Martínez, H.J. y Sanabria A.M. (2000) C´alculo eficiente del es- timador jackknife para m´ınimos cuadrados lineales bajo condiciones de unicidad. Matem´aticas: Ensen˜anza Universitaria, Vol VIII, Nos 1 y 2, P´ags. 29-43.

[Mart´ınez-Sanabria, 2006] Martínez, H.J. y Sanabria A.M. (2006) C´alculo eficiente del es- timador jackknife para m´ınimos cuadrados lineales de Rango Com- pleto. Revista de la Academia Colombiana de Ciencias Exactas, F´ısi- cas y Naturales, Vol XXX, P´ag. 361-365.

[Miller, 1974] Miller, R.G. (1974) The Jacknife: a review. Biometrika 61, Pags. 1-15.

[Shao-Tu, 1996] Shao, J. and Tu, D. (1996) The Jackknife and the Bootstrap, 2nd Printing, Springer Series in Statistics, New York. USA.

[Weber-Welsh, 1983] Weber, N.C. & Welsh, A.H. (1983) Jackknifing the general linear model, Australian Journal of Statistics 25, No. 3, Pags. 425-436.

[Wolter, 1985] Wolter, K.M., (1985) Introduction to variance estimation, First Edition, Statistics for Social and Behavioral Science, Springer, New York, USA.

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Copyright (c) 2023 Revista de la Academia Colombiana de Ciencias Exactas, Físicas y Naturales