Geodesic
Stein estimation for infinitely divisible laws
ESAIM: Probability and Statistics, Tome 10 (2006), pp. 269-276

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Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.

DOI : 10.1051/ps:2006011
Classification : 62G07, 62C20, 60G70, 41A25
Keywords: wavelets, thresholding, minimax 
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     author = {Averkamp, R. and Houdr\'e, C.},
     title = {Stein estimation for infinitely divisible laws},
     journal = {ESAIM: Probability and Statistics},
     pages = {269--276},
     publisher = {EDP-Sciences},
     volume = {10},
     year = {2006},
     doi = {10.1051/ps:2006011},
     mrnumber = {2247922},
     zbl = {1187.62070},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2006011/}
}
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Averkamp, R.; Houdré, C. Stein estimation for infinitely divisible laws. ESAIM: Probability and Statistics, Tome 10 (2006), pp. 269-276. doi: 10.1051/ps:2006011

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