Stein Estimation for Infinitely Divisible Laws

Details Stein Estimation for Infinitely Divisible Laws Stein Estimation for Infinitely Divisible Laws

2004-12-17

arxiv.org/abs/math/0412345v1

Mathematics

Statistics Theory

9 pages

Scientific paper

Unbiased risk estimation, \`a la Stein, is studied for infinitely divisible
laws with finite second moment.

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