Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean

DOI10.1080/00031305.2019.1687013OpenAlexW2983058997MaRDI QIDQ5869309

Malay Ghosh

Publication date: 28 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2019.1687013

zbMATH Keywords

Bayes factorexponential tailglobal-localpolynomial tailscale mixinghyper \(g\)-prior

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity
• Some priors for sparse regression modelling
• Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems
• Adaptive posterior contraction rates for the horseshoe
• The horseshoe estimator for sparse signals
• Mixtures of g Priors for Bayesian Variable Selection
• Dirichlet–Laplace Priors for Optimal Shrinkage
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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