4 citations · 6 across the 4 of their papers we have counts for
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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 be lognormal with density , let and define . We study properties of the exponentially tilted density (Esscher transform) $f_θ(x) =e^{…