%0 Journal Article
%@ 1048-5252
%A Lavergne, Pascal
%A Vuong, Quang H.
%D 1998
%F publications:44148
%I Taylor & Francis
%J Journal of Nonparametric Statistics
%N 4
%P 363-380
%R 10.1080/10485259808832750
%T An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression
%U https://publications.ut-capitole.fr/id/eprint/44148/
%V 9
%X 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.