Asymptotic properties of Bayes risk for the horseshoe prior (Q907988)

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scientific article; zbMATH DE number 6538643
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Asymptotic properties of Bayes risk for the horseshoe prior
scientific article; zbMATH DE number 6538643

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    Asymptotic properties of Bayes risk for the horseshoe prior (English)
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    2 February 2016
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    multiple testing
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    horseshoe decision rule
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    asymptotic optimality
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    Bayes oracle
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