Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 30, No. 3 (Sep., 1968), pp. 331-334 (4 pages) Sequential estimation of the mean vector of a p-variate normal distribution N(μ, Σ) ...

The Annals of Statistics, Vol. 22, No. 1 (Mar., 1994), pp. 271-289 (19 pages) Mallows has conjectured that among distributions which are Gaussian but for occasional contamination by additive noise, ...