Asymptotic properties of Bayes risk for the horseshoe prior
type: Item
instance of: scholarly article
title: Asymptotic properties of Bayes risk for the horseshoe prior
zbMATH Open document ID: 1329.62122
DOI: 10.1214/13-BA805
author: Jyotishka Datta
author: Jayanta K. Ghosh
published in: Bayesian Analysis
publication date: 2016-02-02T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ba/1362406654
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62C25
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62J15
zbMATH DE Number: 6538643
zbMATH Keywords: multiple testing
zbMATH Keywords: horseshoe decision rule
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: Bayes oracle
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 6538643