Linear shrinkage estimation of the variance of a distribution with unknown mean (Q5078505)
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scientific article; zbMATH DE number 7530951
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English | Linear shrinkage estimation of the variance of a distribution with unknown mean |
scientific article; zbMATH DE number 7530951 |
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Linear shrinkage estimation of the variance of a distribution with unknown mean (English)
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23 May 2022
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kurtosis
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linear regression model
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linear shrinkage estimation
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quadratic loss function
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risk function
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variance
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