High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference (Q4639587)
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scientific article; zbMATH DE number 6867552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference |
scientific article; zbMATH DE number 6867552 |
Statements
High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference (English)
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9 May 2018
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adaptive estimation
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confidence interval
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de-biased estimator
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Gaussian copula regression
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hypothesis testing
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Kendall's tau
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linear regression
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optimal rate of convergence
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