Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
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Cites work
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- CODA: high dimensional copula discriminant analysis
- Censored rank independence screening for high-dimensional survival data
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Copula-Based Regression Estimation and Inference
- Discriminant analysis on high dimensional Gaussian copula model
- Efficient Bayesian inference for Gaussian copula regression models
- Gaussian copula marginal regression
- Gaussian graphical model estimation with false discovery rate control
- High dimensional Gaussian copula graphical model with FDR control
- High dimensional single index models
- High-dimensional Gaussian copula regression: adaptive estimation and statistical inference
- High-dimensional additive modeling
- High-dimensional semiparametric Gaussian copula graphical models
- Improved variable selection with forward-lasso adaptive shrinkage
- Least angle regression. (With discussion)
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized M-estimation with a diverging number of parameters
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Robust rank correlation based screening
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse additive models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(9)- Copula shrinkage and portfolio allocation in ultra-high dimensions
- Variable selection with copula entropy
- Conditional distribution function based high dimensional regression model variable selection
- 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
- High-dimensional Gaussian copula regression: adaptive estimation and statistical inference
- Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis
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