Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867)
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scientific article; zbMATH DE number 6868289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas |
scientific article; zbMATH DE number 6868289 |
Statements
Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (English)
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14 May 2018
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minimax optimality
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rank correlation
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thresholding
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weak \(\ell_q\) ball
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