Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity (Q516509)
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scientific article; zbMATH DE number 6694685
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| English | Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity |
scientific article; zbMATH DE number 6694685 |
Statements
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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0.87175452709198
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0.8704222440719604
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0.8202691674232483
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0.8185739517211914
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0.7880775332450867
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