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Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure - MaRDI portal

Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864)

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scientific article; zbMATH DE number 6920884
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Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
scientific article; zbMATH DE number 6920884

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    Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (English)
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    20 August 2018
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    Gaussian copula regression
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    variable selection
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    multiple testing
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    FDR/FDV
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