Estimation and confidence sets for sparse normal mixtures

DOI10.1214/009053607000000334zbMath1360.62113arXivmath/0612623OpenAlexW3104778099MaRDI QIDQ2473070

T. Tony Cai, Jiashun Jin, Mark G. Low

Publication date: 26 February 2008

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

Full work available at URL: https://arxiv.org/abs/math/0612623

zbMATH Keywords

minimax estimation higher criticism confidence lower bound estimating fraction optimally adaptive sparse normal mixture

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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Cites Work