Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding

DOI10.1007/978-3-319-02651-0_4OpenAlexW946197538MaRDI QIDQ5167876

Anirban DasGupta, Iain M. Johnstone

Publication date: 2 July 2014

Published in: Contemporary Developments in Statistical Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02651-0_4

zbMATH Keywords

regular variationrisksuperefficiencyBayes riskhard thresholdingshrinking neighborhoodsHodges estimatoroptimal thresholding

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator

Cites Work

• Probability for Statistics and Machine Learning
• Asymptotic Statistics
• Ideal spatial adaptation by wavelet shrinkage
• Testing Statistical Hypotheses
• A characterization of limiting distributions of regular estimates
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