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stat.ME2010★ 2 cited
Model Selection by Loss Rank for Classification and Unsupervised Learning
Minh-Ngoc Tran, Marcus Hutter
Hutter (2007) recently introduced the loss rank principle (LoRP) as a generalpurpose principle for model selection. The LoRP enjoys many attractive properties and deserves further…
stat.ME2009
Flexible Multivariate Density Estimation with Marginal Adaptation
Paolo Giordani, Xiuyan Mun, Robert Kohn
Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators…