Introduces a Hilbert-valued one-step estimator for the kernel covariance operator between covariates and residuals that enables semiparametrically efficient inference on noise heterogeneity and residual independence in additive noise models.
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Semiparametrically Efficient Inference for Kernel Measures of Noise Heterogeneity
Introduces a Hilbert-valued one-step estimator for the kernel covariance operator between covariates and residuals that enables semiparametrically efficient inference on noise heterogeneity and residual independence in additive noise models.