A class of general pretest estimators for the univariate normal mean
A class of general pretest estimators for the univariate normal mean
In this paper, we propose a class of general pretest estimators for the univariate normal mean. The main mathematical idea of the proposed class is the adaptation of randomized tests, where the randomization probability is related to a shrinkage parameter. Consequently, the proposed class includes many existing estimators, such as …