Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300)
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scientific article; zbMATH DE number 6562309
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| English | Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas |
scientific article; zbMATH DE number 6562309 |
Statements
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (English)
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1 April 2016
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correlation matrix
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elliptical copula
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factor model
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Kendall's tau
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nuclear norm regularization
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oracle inequality
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primal-dual certificate
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0.8100035190582275
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0.7811487317085266
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0.7734572887420654
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0.7625510096549988
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0.742889940738678
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