Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions.

Special cases of the general solution give characterizations of the "multivariate generalized stable laws" and the multivariate semistable laws, and a method is presented to characterize the ...

Bruce Thompson, Invariance of Multivariate Results: A Monte Carlo Study of Canonical Function and Structure Coefficients, The Journal of Experimental Education, Vol. 59, No. 4 (Summer, 1991), pp.