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New perspectives on knockoffs construction
- UQCV

Abstract
Let be the collection of all probability distributions for , where is a fixed random vector and ranges over all possible knockoff copies of (in the sense of \cite{CFJL18}). Three topics are developed in this paper: (i) A new characterization of is proved; (ii) A certain subclass of , defined in terms of copulas, is introduced; (iii) The (meaningful) special case where the components of are conditionally independent is treated in depth. In real problems, after observing , each of points (i)-(ii)-(iii) may be useful to generate a value for conditionally on .
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