Abstract
The aim of this paper is to investigate the problems of estimating a smooth function of the parameters in a general linear model and to clarify some of the points raised by Hinkley (1977) in connection with this problem. An example of the type of problem at hand is that of estimating the maximum (or minimum) mean value in a quadratic regression model. The estimator based on the least squares estimator of the parameters in the linear model is compared to the jackknife estimator and the weighted jackknife estimator proposed by Hinkley (1977). The asymptotic properties of the estimators are examined and their small sample properties are compared through simulation studies.
| Original language | English |
|---|---|
| Pages (from-to) | 425-436 |
| Number of pages | 12 |
| Journal | Australian Journal of Statistics |
| Volume | 25 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Sept 1983 |
| Externally published | Yes |