Nonparametric measures of variance explained

DOI10.1080/10485250500038298MaRDI QIDQ5717552zbMATH OpenOpenAlexFDO

Authors Anne Sheehy, Theo Gasser, Valentin Rousson

Publication date 10 January 2006

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250500038298

zbMATH Keywords

nonparametric \(R^{2}\)residual variancetracking

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• A Flexible and Fast Method for Automatic Smoothing
• An Index of Tracking for Longitudinal Data
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric regression
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• Optimal plug-in estimators for nonparametric functional estimation
• Residual variance and residual pattern in nonlinear regression
• Variance estimation for high-dimensional regression models

Cited in

(5)

• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Model checks for parametric regression models
• The estimation of residual variance in nonparametric regression
• Residual variance and residual pattern in nonlinear regression
• An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression

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