Search Results for author: Kalyani Nagaraj

Found 1 papers, 0 papers with code

Efficient Estimation in the Tails of Gaussian Copulas

no code implementations5 Jul 2016 Kalyani Nagaraj, Jie Xu, Raghu Pasupathy, Soumyadip Ghosh

The first of our proposed estimators $\estOpt$ is the "full-information" estimator that actively exploits such local structure to achieve bounded relative error in Gaussian settings.

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