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Rates of convergence in conditional covariance matrix with nonparametric entries estimation |
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| Authors: | Jean-Michel Loubes Clément Marteau |
| Institution: | 1. Probability and Statistics, Institut de Mathématiques de Toulouse, Université Paul Sabatier, Toulouse, France;2. Probability, Statistics and Mathematical Physics, Institut Camille Jordan, Université Claude Bernard, Lyon, France |
| Abstract: | |
| Keywords: | Sliced inverse regression conditional covariance Frobenius norm nonparametric estimator parametric rate |