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INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS
Ghosh, M., (1987)
Probability and statistics
Basu, Sujit K., (1993)
Robustness of t-test
Kariya, Takeaki, (1989)