Tag Archives: jds 2012

JdS 2012: Efficient estimation of conditional covariance matrices for dimension reduction

In the framework of the Journées de Statisque 2012 in Bruxelles, I presented the paper “Efficient estimation of conditional covariance matrices” made under Jean-Michel Loubes and Clement Marteau direction. You could check the program and the slides of the presentation. Today I will present you some ideas about the problem studied and the solution found …