Improved estimators of a location vector with unknown scale parameter (Q3978079)

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Improved estimators of a location vector with unknown scale parameter
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    Improved estimators of a location vector with unknown scale parameter (English)
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    25 June 1992
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    James-Stein estimators
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    arbitrary quadratic loss
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    location vector parameter
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    unknown covariance matrix
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    improved shrinkage estimators
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    scale mixtures of normal distributions
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