Empirical Bayes scaling of Gaussian priors in the white noise model
From MaRDI portal
Publication:1951145
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
bandwidth; Gaussian white noise; adaptation; rate of contraction; normal means model; hyper-rectangle
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
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