The Mean Pythagorean Relation in the Nonparametric Regression Method
T. Yanagimoto (1994). The Mean Pythagorean Relation in the Nonparametric Regression Method. Journal of Statistical Research, Vol. 28, No. 1-2, pp. 177-187.
Abstract
The diagnosis of the estimation in the nonparametric regression model is explored by using the notion of the mean Pythagorean relation. This notion clarifies a reason why an estimate works well. In addition it provides us with a new estimate of the mean squared error. Performance of estimators is examined by the simulation method.
