High-dimensional Gaussian copula regression: adaptive estimation and statistical inference (Q4639587)
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scientific article; zbMATH DE number 6867552
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| English | High-dimensional Gaussian copula regression: adaptive estimation and statistical inference |
scientific article; zbMATH DE number 6867552 |
Statements
High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference (English)
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9 May 2018
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adaptive estimation
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confidence interval
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de-biased estimator
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Gaussian copula regression
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hypothesis testing
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Kendall's tau
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linear regression
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optimal rate of convergence
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0.8152343034744263
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0.7937189340591431
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0.781818687915802
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0.760643720626831
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0.7554815411567688
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