Extreme eigenvalues of nonlinear correlation matrices with applications to additive models

DOI10.1016/J.SPA.2021.04.006MaRDI QIDQ2145814zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

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

zbMATH Keywords

Gaussian copulaadditive modelcompatibility conditionrestricted eigenvalueextreme eigenvaluenonlinear correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
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• (SOFTWARE) gamair

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(1)

• Extreme Eigenvalues of Nonlinear Correlation Matrices with Applications to Additive Models

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Uses Software

• gamair

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