Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524)
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scientific article; zbMATH DE number 7528967
Language | Label | Description | Also known as |
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English | 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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