Semiparametric estimation and inference of variance function with large dimensional covariates

DOI10.5705/SS.202017.0084MaRDI QIDQ5226599zbMATH OpenOpenAlexFDO

Authors Yanyuan Ma, Li-Ping Zhu

Publication date 1 August 2019

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/f63e6c192e943e4d3f00e8c9990de010cea57e82

zbMATH Keywords

dimension reductionsemiparametric efficiencylocation-scale familycentral mean subspacecentral variance subspace

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Recommendations

• On estimation efficiency of the central mean subspace
• scientific article; zbMATH DE number 5586093
• Efficient estimation in sufficient dimension reduction
• On efficient dimension reduction with respect to a statistical functional of interest
• Efficient dimension reduction for multivariate response data

Cited in

(3)

• A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
• Dimension reduction in time series under the presence of conditional heteroscedasticity
• On Variance Estimation in Semiparametric Regression Models

This page was built for publication: Semiparametric estimation and inference of variance function with large dimensional covariates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5226599)