On optimality of Bayesian testimation in the normal means problem (Q2466690): Difference between revisions

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+Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+The risk inflation criterion for multiple regression
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+Local asymptotic coding and the minimum description length
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+Behavioral and prescriptive explanations of a reverse sunk cost effect
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+Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
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+Some results on false discovery rate in stepwise multiple testing procedures.
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+Estimating the dimension of a model
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+The Covariance Inflation Criterion for Adaptive Model Selection
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