Extreme eigenvalues of nonlinear correlation matrices with applications to additive models

DOI10.1016/j.spa.2021.04.006OpenAlexW3160967973WikidataQ114130773 ScholiaQ114130773MaRDI QIDQ2145814

Yanyan Li

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.12897

zbMATH Keywords

compatibility conditionGaussian copulaadditive modelrestricted eigenvalueextreme eigenvaluenonlinear correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• gamair

Cites Work

• Unnamed Item
• gamair
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