Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study

DOI10.1016/j.jspi.2013.06.005zbMath1432.62068arXiv1205.0990OpenAlexW2964227262MaRDI QIDQ394771

Rida Benhaddou, Marianna Pensky

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.0990

zbMATH Keywords

waveletsadaptivityconvergence rateempirical Bayes estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Nonparametric empirical Bayes estimation based on generalized Laguerre series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some thoughts on empirical Bayes estimation
• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• Bayes empirical Bayes estimation for natural exponential families with quadratic variance functions
• Empirical Bayes estimation with convergence rates in noncontinuous Lebesgue exponential families
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Wavelet based empirical Bayes estimation for the uniform distribution
• Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
• Adaptive wavelet empirical Bayes estimation of a location or a scale parameter
• Locally adaptive wavelet empirical Bayes estimation of a location parameter
• Convergence rates of empirical Bayes estimation in exponential family
• On an empirical Bayes test for a normal mean.
• Rates of convergence of empirical Bayes tests for a normal mean
• Optimal linear Bayes and empirical Bayes estimation and prediction of the finite population mean
• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• On the lower bounds for mean square error of empirical Bayes estimators
• Empirical Bayes estimation for truncation parameters
• General maximum likelihood empirical Bayes estimation of normal means
• Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
• A General Approach to Nonparametric Empirical Bayes Estimation
• Empirical bayes estimation with non-identical components
• Extended linear empirical bayes estimation
• Empirical Bayes Estimation in Finite Population Sampling
• Parametric Empirical Bayes Inference: Theory and Applications
• Empirical Bayes estimation by wavelet series
• The Empirical Bayes Approach to Statistical Decision Problems

This page was built for publication: Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study