Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
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Publication:1914252
DOI10.1214/aos/1176324307zbMath0843.62045OpenAlexW2074066384MaRDI QIDQ1914252
Publication date: 21 August 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324307
Monte Carlo simulationcross-validationcovariatesnonparametric regressioncoefficient of determinationfinite sample propertiestotal variabilitymeasures of nonlinearitydata-based bandwidth selection rulesestimators of global integral functionalsindex of nonlinearitymeasure of subset importancemultiple random predictor variablesnonparametric R-squaredPearson's correlation ratioregression surface
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
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