Efficient estimation of conditional covariance matrices for dimension reduction

Details Efficient estimation of conditional covariance matrices for dimension reduction Efficient estimation of conditional covariance matrices for dimension reduction

2011-10-14

arxiv.org/abs/1110.3238v3

Mathematics

Statistics Theory

Scientific paper

We consider the problem of estimating a conditional covariance matrix in an
inverse regression setting. We show that this estimation can be achieved by
estimating a quadratic functional extending the results of Da veiga & Gamboa
(2008). We prove that this method provides a new efficient estimator whose
asymptotic properties are studied.

Affiliated with

Also associated with

No associations

Rating

Efficient estimation of conditional covariance matrices for dimension reduction does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Efficient estimation of conditional covariance matrices for dimension reduction, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Efficient estimation of conditional covariance matrices for dimension reduction will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-523438