Stein Estimation for Infinitely Divisible Laws
Statistics Theory
2007-06-13 v1 Probability
Statistics Theory
Abstract
Unbiased risk estimation, \`a la Stein, is studied for infinitely divisible laws with finite second moment.
Cite
@article{arxiv.math/0412345,
title = {Stein Estimation for Infinitely Divisible Laws},
author = {R. Averkamp and C. Houdré},
journal= {arXiv preprint arXiv:math/0412345},
year = {2007}
}
Comments
9 pages