Needles and straw in a haystack: robust confidence for possibly sparse sequences (Q2278660)

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Needles and straw in a haystack: robust confidence for possibly sparse sequences
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    title
    Needles and straw in a haystack: robust confidence for possibly sparse sequences (English)
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    DOI
    10.3150/19-BEJ1122
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    author
    Eduard Belitser
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    Nurzhan Nurushev
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    published in
    Bernoulli
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    publication date
    5 December 2019
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    Mathematics Subject Classification ID
    62G15
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    62G20
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    62G35
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    62C20
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    zbMATH DE Number
    7140497
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    zbMATH Keywords
    confidence set
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    empirical Bayes posterior
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    local radial rate
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