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Narayan C. Giri 《Annals of the Institute of Statistical Mathematics》1988,40(2):381-394
In this paper we give an extension of the theory of local minimax property of Giri and Kiefer (1964, Ann. Math. Statist., 35, 21–35) to the family of elliptically symmetric distributions which contains the multivariate normal distribution as a member.This work was partially supported by the Canadian N.S.E.R.C. grant 相似文献