Jens Ledet Jensen

most citedOn some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh

4 citations · 6 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2014

On oracle efficiency of the ROAD classification rule

Britta Anker Bak, Jens Ledet Jensen

For high-dimensional classification Fishers rule performs poorly due to noise from estimation of the covariance matrix. Fan, Feng and Tong (2012) introduced the ROAD classifier tha…

math.PR2014★ 2 cited

Exponential Family Techniques for the Lognormal Left Tail

Soren Asmussen, Jens Ledet Jensen, Leonardo Rojas-Nandayapa

Let $X$ be lognormal $(μ, σ^{2})$ with density $f (x)$ , let $θ > 0$ and define $L (θ) = E e^{- θ X}$ . We study properties of the exponentially tilted density (Esscher transform) $f_θ(x) =e^{…

math.ST2010★ 4 cited

On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh

Jens Ledet Jensen

On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026--2068] [arXiv:math/0611376]