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stat.ME2022
Non-Data-Splitting Estimator Selection for Regression in Exponential Families
Juntong Chen
We observe independent pairs of random variables , where the conditional distribution of given follows a one-parameter exponential family…
math.ST2022
Estimating a regression function in exponential families by model selection
Juntong Chen
Let be pairs of independent random variables. We assume that, for each , the conditional distribution of $Y…