Empirical Bayes scaling of Gaussian priors in the white noise model

DOI10.1214/13-EJS798zbMath1336.62039MaRDI 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

bandwidth; Gaussian white noise; adaptation; rate of contraction; normal means model; hyper-rectangle

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62F15: Bayesian inference

62G15: Nonparametric tolerance and confidence regions

62C12: Empirical decision procedures; empirical Bayes procedures

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Uses Software

• EBayesThresh

Cites Work

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