Empirical Bayes scaling of Gaussian priors in the white noise model

DOI10.1214/13-EJS798zbMath1336.62039OpenAlexW2081386230MaRDI QIDQ1951145

J. H. van Zanten, B. T. Szabó, Aad W. van der Vaart

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1366031048

zbMATH Keywords

bandwidthGaussian white noiseadaptationrate of contractionnormal means modelhyper-rectangle

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15) Nonparametric tolerance and confidence regions (62G15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Uses Software

• EBayesThresh

Cites Work

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