The traditional pretest estimator

Theory of Probability and its Applications

Volumn 44, Issue 2, 1999, Pages 293-308

  Magnus, J R ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Biased estimation; Mean squared error criterion; Minimax regret; Model selection; Regression analysis; Univariate normal mean

Indexed keywords

EID: 0033622223     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977604     Document Type: Article

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