High-dimensional copula-based Wasserstein dependence
From MaRDI portal
Cites work
- A framework for measuring association of random vectors via collapsed random variables
- A kernel two-sample test
- A new coefficient of correlation
- A simple measure of conditional dependence
- A well-conditioned estimator for large-dimensional covariance matrices
- An elementary proof of the triangle inequality for the Wasserstein metric
- An introduction to copulas.
- Asymptotic Normality of Nonparametric Tests for Independence
- Coordinate descent algorithm for covariance graphical Lasso
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
- Evaluating the Fréchet derivative of the matrix \(p\)th root
- Functions of Matrices
- Goodness-of-fit tests for copulas: A review and a power study
- Group Lasso estimation of high-dimensional covariance matrices
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 51763 (Why is no real title available?)
- scientific article; zbMATH DE number 1324450 (Why is no real title available?)
- scientific article; zbMATH DE number 1416649 (Why is no real title available?)
- Inequalities connecting the eigenvalues of a hermitian matrix with the eigenvalues of complementary principal submatrices
- Inequalities: theory of majorization and its applications
- Measuring and testing dependence by correlation of distances
- Measuring association and dependence between random vectors
- Measuring dependence between random vectors via optimal transport
- Multivariate extensions of Spearman's rho and related statistics
- Network exploration via the adaptive LASSO and SCAD penalties
- On the copula correlation ratio and its generalization
- On the specification of multivariate association measures and their behaviour with increasing dimension
- One-step sparse estimates in nonconcave penalized likelihood models
- Parametric dependence between random vectors via copula-based divergence measures
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- Prescribing a System of Random Variables by Conditional Distributions
- Promote sign consistency in the joint estimation of precision matrices
- Quantifying directed dependence via dimension reduction
- Regularized estimation of large covariance matrices
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Sparse estimation of a covariance matrix
- Sparse M-estimators in semi-parametric copula models
- Sparse-Group Lasso for Graph Learning From Multi-Attribute Data
- Sparsistency and rates of convergence in large covariance matrix estimation
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso
- The essential dependence for a group of random vectors
- The Hellinger Correlation
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Wasserstein geometry of Gaussian measures
This page was built for publication: High-dimensional copula-based Wasserstein dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6955422)