The Traditional Pretest Estimator

DOI10.1137/S0040585X97977604zbMath1045.62069OpenAlexW1996890370MaRDI QIDQ2711121

Jan R. Magnus

Publication date: 2 May 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977604

zbMATH Keywords

model selectionminimax regretbiased estimationmean squared error criterionunivariate normal mean

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

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