Semiparametric estimation and inference of variance function with large dimensional covariates (Q5226599)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7087963
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | 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)
0 references
1 August 2019
0 references
central mean subspace
0 references
central variance subspace
0 references
dimension reduction
0 references
location-scale family
0 references
semiparametric efficiency
0 references
0.7954286336898804
0 references
0.781436562538147
0 references
0.7702766060829163
0 references
0.7684899568557739
0 references
