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

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

DOI : https://doi.org/10.1051/ps:2006011
Classification : 62G07,  62C20,  60G70,  41A25
Mots clés : 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},
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     language = {en},
     url = {http://www.numdam.org/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. http://www.numdam.org/articles/10.1051/ps:2006011/

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