Jackknife

The jackknife or “leave one out” procedure is a cross-validation technique first developed by M. H. Quenouille to estimate the bias of an estimator. John Tukey then expanded the use of the jackknife to include variance estimation and tailored the name of jackknife because like a jackknife—a pocket knife akin to a Swiss army knife and typically used by Boy Scouts—this technique can be used as a “quick and dirty” replacement tool for a lot of more sophisticated and specific tools. Curiously, despite its remarkable influence on the statistical community, the seminal work of Tukey is available only from an abstract (which does not even mention the name of jackknife) and from an almost impossible to find unpublished note (although some of this note found ...