Improved minimax estimation of a multivariate normal mean under heteroscedasticity

Title
Improved minimax estimation of a multivariate normal mean under heteroscedasticity
Authors
Keywords
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Journal
BERNOULLI
Volume 21, Issue 1, Pages 574-603
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2015-03-17
DOI
10.3150/13-bej580

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