Risk quantification for the thresholding rule for multiple testing using Gaussian scale mixtures

23 November 2017

Papers citing "Risk quantification for the thresholding rule for multiple testing using Gaussian scale mixtures"

2 / 2 papers shown

Title
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 175 380 0 04 Mar 2014
Asymptotic Properties of Bayes Risk of a General Class of Shrinkage Priors in Multiple Hypothesis Testing Under Sparsity P. Ghosh Xueying Tang M. Ghosh A. Chakrabarti 70 53 0 28 Oct 2013