Robustified version of Stein's multivariate location estimation (Q909388): Difference between revisions
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English | Robustified version of Stein's multivariate location estimation |
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Robustified version of Stein's multivariate location estimation (English)
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1990
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superharmonic function
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Stein class of estimators
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multivariate normal mean
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quadratic loss
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exponential in tails
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