Empirical Bayesian test of the smoothness (Q1019516): Difference between revisions

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+Risk bounds for model selection via penalization
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+Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
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+On minimax filtering over ellipsoids
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+Gaussian model selection
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+Asymptotic equivalence of nonparametric regression and white noise
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+Oracle inequalities for inverse problems
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+Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
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+On inconsistent Bayes estimates in the discrete case
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+On the consistency of Bayes estimates
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+On inconsistent Bayes estimates of location
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+Consistency of Bayes estimates for nonparametric regression: normal theory
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+Ideal spatial adaptation by wavelet shrinkage
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+Minimax risk over hyperrectangles, and implications
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+Learning algorithm for nonparametric filtering
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+On the Bernstein-von Mises theorem with infinite-dimensional parameters
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+On Bayesian adaptation
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+Asymptotically efficient estimation for analytic distributions
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+On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
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+Nonparametric goodness-of-fit testing under Gaussian models
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+Adaptive estimation of a quadratic functional by model selection.
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+Random rates in anisotropic regression. (With discussion)
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+Optimal pointwise adaptive methods in nonparametric estimation
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+Asymptotic equivalence of density estimation and Gaussian white noise
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+Adaptive confidence interval for pointwise curve estimation.
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+Optimal filtering of square-integrable signals in Gaussian noise
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+https://doi.org/10.3103/s1066530708010018
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+W2150552497
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+Normal rank