The jackknife: The ‘‘jackknife’’ (suggested for estimation of standard errors by Tukey, 1958) is an alternative to the bootstrap that requires less computation, but that often does not perform as well...

The jackknife: The ‘‘jackknife’’ (suggested for estimation of standard errors by Tukey, 1958) is an alternative to the bootstrap that requires less computation, but that often does not perform as well and is not quite as general. Efron and Tibshirani (1993, chap. 11) show that the jackknife is an approximation to the bootstrap. Here is a brief description of the jackknife for the estimator θ of a parameter θ: