Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

DOI10.1214/14-EJS949zbMath1302.62015arXiv1304.7366MaRDI QIDQ470502

Stephen G. Walker, Ryan Martin

Publication date: 12 November 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.7366

zbMATH Keywords

shrinkagehigh-dimensionalposterior concentrationdata-dependent priorfractional likelihoodtwo-groups model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)

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Uses Software

• EBayesThresh

Cites Work

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