Rates of convergence in conditional covariance matrix with nonparametric entries estimation

DOI10.1080/03610926.2019.1602652OpenAlexW2963034918WikidataQ127994600 ScholiaQ127994600MaRDI QIDQ5077524

Maikol Solís, Clément Marteau, Jean-Michel Loubes

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.8244

zbMATH Keywords

Frobenius normsliced inverse regressionnonparametric estimatorparametric rateconditional covariance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Statistics (62-XX)

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Uses Software

• np

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