Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
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Publication:1138864
DOI10.1016/0047-259X(79)90059-9zbMath0432.62033MaRDI QIDQ1138864
Publication date: 1979
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
maximum likelihood estimatorsrobust estimatorsminimax estimationgeneral quadratic losssample meansbest invariant estimatorsmean of spherically symmetric distributions
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