Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867)
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scientific article; zbMATH DE number 6868289
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| English | Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas |
scientific article; zbMATH DE number 6868289 |
Statements
Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (English)
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14 May 2018
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minimax optimality
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rank correlation
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thresholding
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weak \(\ell_q\) ball
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0.8100035190582275
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0.8070570826530457
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0.7865556478500366
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0.7786201238632202
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0.7728992104530334
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