125 citations
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Showing 2012 · math.STShow all
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math.ST2012
Statistical inference in compound functional models
Arnak Dalalyan, Yuri Ingster, Alexandre Tsybakov
We consider a general nonparametric regression model called the compound model. It includes, as special cases, sparse additive regression and nonparametric (or linear) regression w…
math.ST2012★ 5 cited
Bayes and empirical Bayes: do they merge?
Sonia Petrone, Judith Rousseau, Catia Scricciolo
Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practi…
math.ST2012★ 71 cited
On adaptive inference and confidence bands
Marc Hoffmann, Richard Nickl
The problem of existence of adaptive confidence bands for an unknown density that belongs to a nested scale of Hölder classes over or is considered. Wherea…