Adaptive estimation of the copula correlation matrix for semiparametric
elliptical copulas

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Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas

28 May 2013

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Papers citing "Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas"

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Title
Generative Adversarial Nets for Robust Scatter Estimation: A Proper Scoring Rule Perspective Chao Gao Yuan Yao Weizhi Zhu 81 22 0 05 Mar 2019
Adaptive Estimation in Structured Factor Models with Applications to Overlapping Clustering Xin Bing F. Bunea Y. Ning M. Wegkamp 167 39 0 23 Apr 2017
Kernel-based Tests for Joint Independence Niklas Pfister Peter Buhlmann Bernhard Schölkopf J. Peters 84 186 0 01 Mar 2016
Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model Mengjie Chen Chao Gao Zhao Ren 114 167 0 01 Jun 2015
Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices Ritwik Mitra Cun-Hui Zhang 150 28 0 24 Mar 2014
Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution Fang Han Han Liu 355 39 0 29 May 2013