High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference (Q4639587)

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scientific article; zbMATH DE number 6867552
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High-Dimensional Gaussian Copula Regression: Adaptive Estimation and Statistical Inference
scientific article; zbMATH DE number 6867552

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    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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