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Rate of Convergence in the Sequence-Compound Squared-Distance Loss Estimation Problem for a Family of $m$-Variate Normal Distributions
This paper is concerned with rates of convergence in the sequence-compound decision problem when the component problem is the squared-distance loss estimation of the mean of $m$-variate normal distribution with covariance matrix I. Section 1 introduces some notation and discusses the earlier work related to this problem. In Section 2, …