Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas |
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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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