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Efficient estimation of conditional covariance matrices for dimension reduction |
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| Authors: | Sébastien Da Veiga Jean-Michel Loubes Maikol Solís |
| Institution: | 1. Institut Fran?ais du Pétrole, Paris, Francemaikol.solis@ucr.ac.cr;3. Institut de Mathématiques de Toulouse, Toulouse, France;4. Universidad de Costa Rica, San José, Costa Rica |
| Abstract: | |
| Keywords: | Conditional covariance matrix Inverse sliced regression Efficient estimation Tarylor expansion Semiparametric estimation |