Asymptotically minimax empirical bayes estimation of a sparse normal mean vector

Electronic Journal of Statistics

Volumn , Issue 1, 2014, Pages 2188-2206

  Martin, Ryan ^a   Walker, Stephen G ^b  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Data dependent prior; Fractional likelihood; High dimensional; Posterior concentration; Shrinkage; Two groups model

Indexed keywords

EID: 84908680823     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-EJS949     Document Type: Article

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