Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

DOI10.1214/009053604000000030zbMath1047.62008arXivmath/0410088OpenAlexW1991108537MaRDI QIDQ1879967

Bernhard W. Silverman, Iain M. Johnstone

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410088

zbMATH Keywords

empirical Bayes adaptivity simulations thresholding sparsity sequence estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12)

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