Consider estimating the mean of a normal distribution with known variance, when that mean is known to lie in a bounded interval. In a decision-theoretic framework we study finite sample properties of a class of nonlinear' estimators. These estimators are based on thresholding techniques which...

The results of analyzing experimental data using a parametric model may heavily depend on the chosen model. In this paper we propose procedures for the adequate selection of nonlinear regression models if the intended use of the model is among the following: prediction of future values of the...

The results of analyzing experimental data using a parametric approach may heavily depend on the chosen model. With this paper we describe computational tools in Splus for a simultaneous selection of parametric regression and variance models from a relatively rich model class and of Box-Cox...