Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas |
scientific article |
Statements
Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (English)
0 references
14 May 2018
0 references
minimax optimality
0 references
rank correlation
0 references
thresholding
0 references
weak \(\ell_q\) ball
0 references