Needles and straw in a haystack: robust confidence for possibly sparse sequences

DOI10.3150/19-BEJ1122zbMath1441.62110arXiv1511.01803OpenAlexW2989602998MaRDI QIDQ2278660

Eduard Belitser, Nurzhan Nurushev

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01803

zbMATH Keywords

confidence setlocal radial rateempirical Bayes posterior

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)

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Uses Software

• EBayesThresh

Cites Work

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