Pages that link to "Item:Q1662864"
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The following pages link to Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864):
Displaying 7 items.
- Efficient and feasible inference for high-dimensional normal copula regression models (Q94125) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Inference for elliptical copula multivariate response regression models (Q2414484) (← links)
- High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference (Q4639587) (← links)
- Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach (Q6052195) (← links)
- Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis (Q6628129) (← links)
