Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
DOI10.1016/J.CSDA.2018.03.003zbMATH Open1469.62078OpenAlexW2791175438WikidataQ130097407 ScholiaQ130097407MaRDI QIDQ1662864FDOQ1662864
Xinsheng Zhang, Yong He, Liwen Zhang
Publication date: 20 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.03.003
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Paired and multiple comparisons; multiple testing (62J15)
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Cited In (6)
- Copula shrinkage and portfolio allocation in ultra-high dimensions
- Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach
- Inference for elliptical copula multivariate response regression models
- Robust factor number specification for large-dimensional elliptical factor model
- Efficient and feasible inference for high-dimensional normal copula regression models
- Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis
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