We study the problem of estimating the score function using both implicit score matching and denoising score matching. Assuming that the data distribution exhibiting a low-dimensional structure, we prove that implicit score matching is able not only to adapt to the intrinsic dimension, but also to achieve the same rates of convergence as denoising score matching in terms of the sample size. Furthermore, we demonstrate that both methods allow us to estimate log-density Hessians without the curse of dimensionality by simple differentiation. This justifies convergence of ODE-based samplers for generative diffusion models. Our approach is based on Gagliardo-Nirenberg-type inequalities relating weighted $L^2$-norms of smooth functions and their derivatives.