Semiparametric Gaussian copula classification
  This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an accurate semiparametric estimator of the log density ratio, which leads to our empirical decision rule and a bound on its associated excess risk. Our estimation procedure takes advantage of the potential sparsity as well as the low noise condition in the problem, which allows us to achieve faster convergence rate of the excess risk than is possible in the existing literature on semiparametric Gaussian copula classification. We demonstrate the efficiency of our empirical decision rule by showing that the bound on the excess risk nearly achieves a convergence rate of $n^{-1/2}$ in the simple setting of Gaussian distribution classification. 
Yue Zhao and Marten Wegkamp
math.ST stat.TH