2 papers
econ.EM2020
Vector copulas
Yanqin Fan, Marc Henry
This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a…
math.ST2019
On rank estimators in increasing dimensions
Yanqin Fan, Fang Han, Wei Li +1
The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estim…