On optimality of Bayesian testimation in the normal means problem

DOI10.1214/009053607000000226zbMath1126.62003arXiv0712.0904OpenAlexW2088063661MaRDI QIDQ2466690

Vadim Grinshtein, Marianna Pensky, Felix P. Abramovich

Publication date: 16 January 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0904

zbMATH Keywords

adaptivitythresholdingminimax estimationsparsityoracle inequalitycomplexity penaltysequence estimationmaximum a posteriori rule

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Uses Software

• EBayesThresh

Cites Work

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