The Asymptotic Behaviour of Tukey's General Method of Setting Approximate Confidence Limits (The Jackknife) When Applied to Maximum Likelihood Estimates

D. R. Brillinger, The Asymptotic Behaviour of Tukey's General Method of Setting Approximate Confidence Limits (The Jackknife) When Applied to Maximum Likelihood Estimates, Revue de l'Institut International de Statistique / Review of the International Statistical Institute, Vol. 32, No. 3 (1964), pp. 202-206