Estimation of the mean of a univariate normal distribution with known variance

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On the harm that ignoring pretesting can cause (2004, methodology): “1 We follow the notation proposed by Abadir and Magnus (2002).”
Model Selection (2018, methodology): “Of course, model averaging methods have also been analyzed from a frequentist perspective; see, for example, Buckland, Burnham, and Augustin (1997), Magnus (2002), Juditsky and Nemirovski (2000), Yang (2001, 2003), Hjort and Claeskens (2003), Danilov and Magnus (2004), Leung and Barron (2006), as…”
A comparison of two model averaging techniques with an application to growth empirics (2010, background): “The computational burden is trivial, and the proposedprior is attractive because it is ‘neutral’ (mimicking ignorance) and also near-optimal in the sense of minimizing some risk or regret criterion (Magnus, 2002).”
Model averaging, asymptotic risk, and regressor groups (2014, background): “d −→ C∗ (w∗,Z + δ) with C∗ (w∗,x) defined in (22).”
Bayesian Model Averaging and Weighted-Average Least Squares: Equivariance, Stability, and Numerical Issues (2011, unknown): “In Magnus, Powell, and Prüfer (2010), this problem is addressed using a Laplace estimator η̂j for the theoretical t ratio ηj = γ2j/σ. This choice is motivated by the results from Magnus (2002), who shows that η̂j is admissible, has bounded risk, has good properties around |η| = 1, and is nearly opti”