- Is the Jackknife estimator of variance the variance or the squared . . .
well known, e g from Efron Stein, "The Jackknife estimate of variance" in the Annals of Statistics 9-3, 586-596 (1981) However, I wonder why it is called "variance" and not "standard error" everywhere: just take the example of mean x¯ = 1 n ∑xi x = 1 n ∑ x i and variance s2 = 1 n−1 ∑(x −x¯)2 s 2 = 1 n 1 ∑ (x x) 2 which are known to be unbiased estimators, one can calculate
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