Wat is Jackknife?

The jackknife recomputes a statistic with each observation left out in turn, $\hat\theta_{(i)}$, and with $\bar\theta = \frac1n\sum_i\hat\theta_{(i)}$ estimates its bias by $(n - 1)(\bar\theta - \hat\theta)$ and its standard error by $\sqrt{\frac{n-1}n\sum_i(\hat\theta_{(i)} - \bar\theta)^2}$.