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Semiparametric Estimation and Inference of Variance Function with Large Dimensional Covariates - MaRDI portal

Semiparametric Estimation and Inference of Variance Function with Large Dimensional Covariates (Q5226599)

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scientific article; zbMATH DE number 7087963
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Semiparametric Estimation and Inference of Variance Function with Large Dimensional Covariates
scientific article; zbMATH DE number 7087963

    Statements

    Semiparametric Estimation and Inference of Variance Function with Large Dimensional Covariates (English)
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    1 August 2019
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    central mean subspace
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    central variance subspace
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    dimension reduction
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    location-scale family
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    semiparametric efficiency
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