Is there a better name for a "spherical annulus"?

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For example, the set $\{x\in\mathbb{R}^d: 1\leq|x|\leq2\}$. For $d=2$, I'd call this an annulus. What do we call it in higher dimensions?

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In three dimensions, this is called a spherical shell and the name is relatively common.

In higher dimensions, you can say "hyperspherical shell" or "$d$-dimensional spherical shell", see e.g. this article for an example of the usage.