# Estimation of conditional covariance matrices

Given $latex \boldsymbol{X}\in \mathbb{R}^p$ and $latex Y\in \mathbb{R}$, we estimate the $latex \mathrm{Cov}(\mathbb{E}[\boldsymbol{X}\vert Y])$ using the `R software. `

We use two approaches to this end:

**Taylor based estimator**

```
git clone https://maikol_solis@bitbucket.org/maikol_solis/simulation_taylor.git
```

**Kernel based estimator**

```
git clone https://maikol_solis@bitbucket.org/maikol_solis/simulations_ksir.git
```