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math.ST2004
Stein Estimation for Infinitely Divisible Laws
R. Averkamp, C. Houdré
Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.
math.PR2004
On finite range stable type concentration
J. C. Breton, C. Houdré
The purpose of these notes is to further complete our understanding of the stable concentration phenomenon, by obtaining the finite range behavior of , with $F=f(X…