Fast Computation of Auxiliary Quantities in Local Polynomial Regression

B. A. Turlach, M. P. Wand

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

We investigate the extension of binning methodology to fast computation of several auxiliary quantities that arise in local polynomial smoothing. Examples include degrees of freedom measures, cross-validation functions, variance estimates, and exact measures of error. It is shown that the computational effort required for such approximations is of the same order of magnitude as that required for a binned local polynomial smooth.

Original languageEnglish
Pages (from-to)337-350
Number of pages14
JournalJournal of Computational and Graphical Statistics
Volume5
Issue number4
DOIs
Publication statusPublished - Dec 1996
Externally publishedYes

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