Jackknifing Maximum Likelihood Estimates
Jackknifing Maximum Likelihood Estimates
This paper proves the apparently outstanding conjecture that the maximum likelihood estimate (m.l.e.) "behaves properly" when jackknifed. In particular, under the usual Cramer conditions (1) the jackknifed version of the consistent root of the m.l. equation has the same asymptotic distribution as the consistent root itself, and (2) the jackknife …