Extreme eigenvalues of nonlinear correlation matrices with applications to additive models
From MaRDI portal
Publication:2145814
DOI10.1016/j.spa.2021.04.006OpenAlexW3160967973WikidataQ114130773 ScholiaQ114130773MaRDI QIDQ2145814
Publication date: 20 June 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.12897
compatibility conditionGaussian copulaadditive modelrestricted eigenvalueextreme eigenvaluenonlinear correlation
Uses Software
Cites Work
- Unnamed Item
- gamair
- Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness
- Linear smoothers and additive models
- Sparsity in multiple kernel learning
- On the maximal correlation coefficient
- Basic properties of strong mixing conditions. A survey and some open questions
- High-dimensional additive modeling
- Generalized additive models
- The jackknife estimate of variance
- Comparison results for the lower tail of Gaussian seminorms
- On the conditions used to prove oracle results for the Lasso
- Doubly penalized estimation in additive regression with high-dimensional data
- Simultaneous analysis of Lasso and Dantzig selector
- Some properties of the bivariate normal distribution considered in the form of a contingency table
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Minimax-optimal rates for sparse additive models over kernel classes via convex programming
- On the Maximum Correlation Coefficient
- A Class of Statistics with Asymptotically Normal Distribution
- Remarks on the maximum correlation coefficient
This page was built for publication: Extreme eigenvalues of nonlinear correlation matrices with applications to additive models
