Abstract
The simple negative jackknife skewness estimate of Schemper (1987) is modified to be consistent for a class of differentiable functional statistics. Monte-Carlo simulations are used to compare the modified astimate with Schemper's estimate, Beran's positive jackknife estimate and bootstrap estimate for moderate and small size samples.
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Tu, D., Zhang, L. On the estimation of skewness of a statistic using the jackknife and the bootstrap. Statistical Papers 33, 39–56 (1992). https://doi.org/10.1007/BF02925311
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DOI: https://doi.org/10.1007/BF02925311