Abstract
The jackknife variance estimator and the infinitesimal jackknife variance estimator are shown to be asymptotically equivalent if the functional of interest is a smooth function of the mean or a trimmed L-statistic with Hölder continuous weight function.
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Gottlieb, A.D. Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics. Ann Inst Stat Math 55, 555–561 (2003). https://doi.org/10.1007/BF02517807
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DOI: https://doi.org/10.1007/BF02517807