THE JACKKNIFE METHOD AND THE GAUSS-MARKOV ESTIMATION
Christian Lavergne
Jean-René Mathieu
Abstract: It is shown that in many cases the Jackknife estimator is the least squares estimator
in a convenient linear model; moreover, under some light assumptions about the distribution
of the observations, this least squares estimator is also the Gauss-Markov estimator.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -