Hands-On Ensemble Learning with R

The jackknife technique

Quenouille (1949) invented the jackknife technique. The purpose of this was to reduce bias by looking at multiple samples of data in a methodical way. The name jackknife seems to have been coined by the well-known statistician John W. Tukey. Due mainly to the lack of computational power, the advances and utility of the jackknife method were restricted. Efron invented the bootstrap method in 1979 (see the following section for its applications) and established the connection with the jackknife method. In fact, these two methods have a lot in common and are generally put under the umbrella of resampling methods.

Suppose that we draw a random sample of size n from a probability distribution F, and we denote by the parameter ...