Nonparametric measures of variance explained

DOI10.1080/10485250500038298zbMATH Open1077.62030OpenAlexW2090605263MaRDI QIDQ5717552FDOQ5717552

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

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zbMATH Keywords

trackingresidual variancenonparametric \(R^{2}\)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

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

Cited In (3)

• The estimation of residual variance in nonparametric regression
• Model checks for parametric regression models
• Residual variance and residual pattern in nonlinear regression

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