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Rates of convergence in conditional covariance matrix with nonparametric entries estimation - MaRDI portal

Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524)

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scientific article; zbMATH DE number 7528967
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Rates of convergence in conditional covariance matrix with nonparametric entries estimation
scientific article; zbMATH DE number 7528967

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    Rates of convergence in conditional covariance matrix with nonparametric entries estimation (English)
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    18 May 2022
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    sliced inverse regression
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    conditional covariance
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    Frobenius norm
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    nonparametric estimator
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    parametric rate
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