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

JOURNAL ARTICLE

Year: 2017 Journal: Statistica Sinica Publisher: Institute of Statistical Science

DOI: 10.5705/ss.202016.0041

Keywords:

Copula (linguistics) Inference Regression Computer science Econometrics Statistical inference Statistics Artificial intelligence Mathematics

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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