MAP model selection in Gaussian regression

DOI10.1214/10-EJS573zbMath1329.62051arXiv0912.4387MaRDI QIDQ1952087

Vadim Grinshtein, Felix P. Abramovich

Publication date: 27 May 2013

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

Full work available at URL: https://arxiv.org/abs/0912.4387

zbMATH Keywords

model selectionadaptivityminimax estimationsparsityoracle inequalitycomplexity penaltyGaussian linear regressionmaximum a posteriori rule

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

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