Empirical Bayes oracle uncertainty quantification for regression
From MaRDI portal
Publication:1996760
DOI10.1214/19-AOS1845zbMath1461.62120MaRDI QIDQ1996760
Eduard Belitser, Subhashis Ghosal
Publication date: 26 February 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1607677229
62G08: Nonparametric regression and quantile regression
62J05: Linear regression; mixed models
62G15: Nonparametric tolerance and confidence regions
62C12: Empirical decision procedures; empirical Bayes procedures
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