Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding

DOI10.1007/978-3-319-02651-0_4MaRDI QIDQ5167876zbMATH OpenOpenAlexFDO

Authors Anirban DasGupta, Iain M. Johnstone

Publication date 2 July 2014

Published in Contemporary Developments in Statistical Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-02651-0_4

zbMATH Keywords

Bayes riskhard thresholdingHodges estimatoroptimal thresholdingregular variationriskshrinking neighborhoodssuperefficiency

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Asymptotic approximations to the Bayes posterior risk
• scientific article; zbMATH DE number 571962
• On asymptotic optimality of bayes empirical bayes estimators
• On Bayes risk lower bounds
• scientific article; zbMATH DE number 500383
• scientific article; zbMATH DE number 3919529
• Optimal rates of convergence to Bayes risk in nonparametric discrimination
• Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)

Cites work

• A characterization of limiting distributions of regular estimates
• Asymptotic Statistics
• Asymptotic theory of statistics and probability
• scientific article; zbMATH DE number 3868429 (Why is no real title available?)
• scientific article; zbMATH DE number 3917456 (Why is no real title available?)
• scientific article; zbMATH DE number 3083069 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Probability for statistics and machine learning. Fundamentals and advanced topics.
• Testing Statistical Hypotheses

Cited in

(3)

• Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator
• Optimal third root asymptotic bounds in the statistical estimation of thresholds
• scientific article; zbMATH DE number 571962 (Why is no real title available?)

This page was built for publication: Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5167876)