References
- Siegel , A. F. 1993 . “A Surprising Covariance Involving the Minimum of Multivariate Normal Variables,” . Journal of the American Statistical Association , 88 : 77 – 80 .
- Stein , C. M. 1981 . “Estimation of the Mean of a Multivariate Normal Distribution,” . The Annals of Statistics , 9 : 1135 – 1151 .