JOURNAL ARTICLE

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

Linjun ZhangTianxi Cai

Year: 2017 Journal:   Statistica Sinica   Publisher: Institute of Statistical Science
Keywords:
Copula (linguistics) Inference Regression Computer science Econometrics Statistical inference Statistics Artificial intelligence Mathematics

Metrics

15
Cited By
2.53
FWCI (Field Weighted Citation Impact)
10
Refs
0.89
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability

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