Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity (Q516509)

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Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity
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    Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity (English)
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    14 March 2017
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    asymptotic optimality
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    Bayes oracle
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    empirical Bayes
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    generalized double Pareto
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    three parameter beta
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    horseshoe
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    normal-exponential-gamma
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    Strawderman-Berger
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