A nonparametric empirical Bayes approach to adaptive minimax estimation

DOI10.1016/j.jmva.2013.07.013zbMath1279.62028OpenAlexW2060221409WikidataQ107392658 ScholiaQ107392658MaRDI QIDQ391864

Wenhua Jiang, Cun-Hui Zhang

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.013

zbMATH Keywords

empirical Bayesnonparametric regressionoracle inequalityadaptive minimaxityBesov ballsthreshold estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

SLOPE is adaptive to unknown sparsity and asymptotically minimax

Uses Software

• wavethresh
• EBayesThresh

Cites Work

• A data-driven block thresholding approach to wavelet estimation
• Compound decision theory and empirical Bayes methods
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• General empirical Bayes wavelet methods and exactly adaptive minimax estimation
• Block threshold rules for curve estimation using kernel and wavelet methods
• Minimax estimation via wavelet shrinkage
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• On regularized general empirical Bayes estimation of normal means
• General maximum likelihood empirical Bayes estimation of normal means
• Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
• In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
• Adapting to unknown sparsity by controlling the false discovery rate
• Empirical Bayes selection of wavelet thresholds
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Sharp adaptive estimation by a blockwise method
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Ten Lectures on Wavelets
• Ideal spatial adaptation by wavelet shrinkage
• Parametric Empirical Bayes Inference: Theory and Applications
• On Bayesian testimation and its application to wavelet thresholding
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item