TY  - JOUR
ID  - publications44148
UR  - http://tse-fr.eu/pub/126319
IS  - 4
A1  - Lavergne, Pascal
A1  - Vuong, Quang H.
Y1  - 1998///
N2  - 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.
PB  - Taylor & Francis
JF  - Journal of Nonparametric Statistics
VL  - 9
SN  - 1048-5252
TI  - An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression
SP  - 363
AV  - none
EP  - 380
ER  -