Asymptotic properties of Bayes risk for the horseshoe prior
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Publication:907988
DOI10.1214/13-BA805zbMath1329.62122MaRDI QIDQ907988
Jyotishka Datta, Jayanta K. Ghosh
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1362406654
Parametric hypothesis testing (62F03) Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05) Paired and multiple comparisons; multiple testing (62J15) Compound decision problems in statistical decision theory (62C25)
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