A testimator is an
estimator
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on Sample (statistics), observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguish ...
whose value depends on the result of a test for
statistical significance
In statistical hypothesis testing, a result has statistical significance when a result at least as "extreme" would be very infrequent if the null hypothesis were true. More precisely, a study's defined significance level, denoted by \alpha, is the ...
. In the simplest case the value of the final estimator is that of the basic
estimator
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on Sample (statistics), observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguish ...
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, 2 (1), 21–38]
References
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Further reading
*S. M. Kanbur, C. Ngeow, A. Nanthakumar and R. Stevens (2007). "Investigations of the Nonlinear LMC Cepheid PeriodâLuminosity 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",
Annals of Statistics, 35, 2261–228
online
Estimator