@article{publications44148,
          volume = {9},
          number = {4},
          author = {Pascal Lavergne and Quang H. Vuong},
           title = {An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression},
       publisher = {Taylor \& Francis},
         journal = {Journal of Nonparametric Statistics},
           pages = {363--380},
            year = {1998},
             url = {https://publications.ut-capitole.fr/id/eprint/44148/},
        abstract = {We propose a new estimator of unconditional residual variance in nonparametric regression based on the integral of squared residuals. We show its consistency in L1 under general conditions and derive a nonparametric decomposition of the variance formula. Monte-Carlo experiments suggest that the estimator has good small sample properties.}
}