TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION

DOI10.5705/ss.202016.0492zbMath1454.62167OpenAlexW2955187169WikidataQ129115858 ScholiaQ129115858MaRDI QIDQ5134495

Zhaojun Wang, Xin Chen, Changliang Zou, Lu Deng

Publication date: 16 November 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/673d079925bbdb3df4b5c982537516fa6bbb474b

zbMATH Keywords

asymptotic normalityhigh dimensional datasufficient dimension reductioninverse regressionconstant variance condition

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Applications of functional analysis in probability theory and statistics (46N30)

Cites Work

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