A testimator is an

estimator In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the ...

whose value depends on the result of a test for statistical significance. In the simplest case the value of the final estimator is that of the basic

if the test result is significant, and otherwise the value is zero. However more general testimators are possible.

History

An early use of the term "testimator" way made by Brewster & Zidek (1974).Brewster, J.F., Zidek, J.V.(1974) "Improving on Equivariant Estimators".

Annals of Statistics The ''Annals of Statistics'' is a peer-reviewed statistics journal published by the Institute of Mathematical Statistics. It was started in 1973 as a continuation in part of the ''Annals of Mathematical Statistics (1930)'', which was split into th ...

, 2 (1), 21–38

References

{{reflist

*S. M. Kanbur, C. Ngeow, A. Nanthakumar and R. Stevens (2007). "Investigations of the Nonlinear LMC Cepheid Period‐Luminosity Relation with Testimator and Schwarz Information Criterion Methods", Publications of the Astronomical Society of the Pacific 119, 512–52
online
* Mezbahur Rahman, Gokhale, D.V. (1996) "Testimation in Regression Parameter Estimation", Biometrical Journal, 38 (7), 809–81
online
*Abramovich, F., Grinshtein, V., Pensky, M. (2007) "On optimality of Bayesian testimation in the normal means problem",

, 35, 2261–228
online
Estimator

History

References

Further reading