“The statistician knows...that in nature there never was a normal distribution, there never was a straight line, yet with normal and linear assumptions, known to be false, he can often derive results ...

The fundamental technique has been studied for decades, thus creating a huge amount of information and alternate variations that make it hard to tell what is key vs. non-essential information.

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 60, No. 1 (1998), pp. 103-114 (12 pages) A linear regression method to predict a scalar from a discretized smooth ...

The preliminary test estimator (or predictor) is studied in the context of linear normal regression models. The estimator (or predictor) obtained after the ...