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- W2007222732 abstract "By means of the Malliavin calculus, we present an expansion formula for the distribution of a random variableFhaving a stochastic expansionF=F0+R, whereF0is an easily tractable random variable andRis the remainder term. From this result, we derive an expansion of the distribution of the scale mixturesZof a normal random variableZby a scale random variables. Applications to shrinkage estimators of the Stein type are mentioned" @default.
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- W2007222732 title "Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals" @default.
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- W2007222732 doi "https://doi.org/10.1006/jmva.1996.0053" @default.
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