Stein Estimation for Infinitely Divisible Laws
R. Averkamp, C. Houdré
Abstract
Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.
Create a lesson
Related papers
Instance-Optimal Adaptive Location Estimation via Multiscale Mid-Summaries
Qiaosen Wang, Chao Gao
Robust Multi-Task Learning for Principal Component Analysis
Dali Liu, Haolei Weng
Principal component error in high-dimensional factor models
Alex Bernstein, Lisa R. Goldberg, Nicholas Gunther et al.
Approximation Theorems for High-Dimensional Canonical U-Statistics: Gaussian Chaos and Phase Transition
Leheng Cai, Qirui Hu
On the parametric and semiparametric Fisher information matrix for non-zero mean stationary spherical invariant random processes
Jean-Pierre Delmas, Habti Abeida, Stefano Fortunati
Inference for two-stage sampling in spatial surveys
Guillaume Chauvet, Olivier Bouriaud, Trinh H. K. Duong