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Published in 2017 at "Bernoulli"
DOI: 10.3150/15-bej742
Abstract: We consider the problem of model selection type aggregation in the context of density estimation. We first show that empirical risk minimization is sub-optimal for this problem and it shares this property with the exponential…
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Keywords:
aggregation density;
density estimators;
density;
optimal exponential ... See more keywords