We develop a jackknife estimator for the conditional variance of a minimum tracking error variance portfolio … are used for estimating covariances. We find that our jackknife estimator provides more precise estimates and suffers less …

jackknife empirical likelihood method to overcome this computational burden. This proposed method is easy to implement and works …

study investigates the performance of the jackknife estimator of FGLS(Parks) using Monte Carlo experimentation. We find that …

finance. Bias correction methods are also considered and particular attention is given to jackknife and indirect inference …

paper, we employ the jackknife empirical likelihood (JEL) method to construct confidence intervals for the difference of two … correlated continuous-scale ROC curves. Using the jackknife pseudo-sample, we can avoid estimating several nuisance variables … which have to be estimated in the existing methods. We prove that the smoothed jackknife empirical log likelihood ratio is …