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Estimation of the Mean of a Multivariate Normal Distribution
1981
Annals of Statistics
Preserved Fulltext
Stein's Lemma. Stein's lemma says that for a normally distributed random variable Y and a function : h → RR that is differentiable such that ( ) ( ) EhY ′ <∞, then
doi:10.1214/aos/1176345632
fatcat:indusskb6fdizoxihay4dhza5e