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Shrinkage Estimation

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The book focuses primarily on point and loss estimation of the mean vector of multivariate normal and spherically symmetric distributions. In particular, Chapter 5 extends many of the results from Chapters 2 and 3 to spherically and elliptically symmetric distributions.

ISBN
9783030021849
Språk
engelska
Vikt
518 gram
Utgivningsdatum
2018-12-06
Sidor
333