Definition of Jackknife Estimator: A jacknife estimator has multiple, overlapping definitions numbered below:

1. A jacknife estimator is a kind of nonparametric estimator for a regression function. A jackknife estimator is a linear combination of kernel estimators with different window widths. Jackknife estimators have higher variance but less bias than kernel estimators.
2. A jackknife estimator creates a series of statistics, usually a parameter estimate, from a single data set by generating that statistic repeatedly on the data set leaving one data value out each time. This produces a mean estimate of the parameter and a standard deviation of the estimates of the parameter.