Correlation Curves as Local Measures of Variance Explained by Regression

DOI10.2307/2290860zbMath0803.62035OpenAlexW4235754711MaRDI QIDQ4305729

Stephen Blyth, Hongyu Zhao, Kjell A. Doksum, Eric T. Bradlow, Xiao-Li Meng

Publication date: 5 January 1995

Full work available at URL: https://doi.org/10.2307/2290860

zbMATH Keywords

consistencyasymptotic normalitykernel estimatesvariancecorrelation curvelocal correlationresidual varianceheterocorrelaticityasymptotic simultaneous confidence intervalscovariate spacenearest-neighbor estimatesregression slopeconditional residual varianceGalton-Pearson correlationinvariance properties of correlationsquared correlation curvevariance explained to total variance formula

Mathematics Subject Classification ID

Density estimation (62G07) Measures of association (correlation, canonical correlation, etc.) (62H20)

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