%A Pascal Lavergne
%A Quang H. Vuong
%J Journal of Nonparametric Statistics
%T An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression
%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.
%N 4
%P 363-380
%V 9
%D 1998
%I Taylor & Francis
%R 10.1080/10485259808832750
%L publications44148