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arxiv: math/0412345 · v1 · submitted 2004-12-17 · 🧮 math.ST · math.PR· stat.TH

Stein Estimation for Infinitely Divisible Laws

classification 🧮 math.ST math.PRstat.TH
keywords divisibleestimationinfinitelylawssteinfinitemomentrisk
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Unbiased risk estimation, \`a la Stein, is studied for infinitely divisible laws with finite second moment.

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