Work

Fast Computation of Auxiliary Quantities in Local Polynomial Regression

Year: 1996

Type: article

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.

Source: Journal of Computational and Graphical Statistics

DOI: 10.1080/10618600.1996.10474716

Authors: B. A. Turlach, M. P. Wand

Institutions: Australian National University, UNSW Sydney

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: Australian National University, University of New South Wales

OpenAlex ID: W3123961870

FWCI: 1.854

Cites: 21

Cited by: 15

Related to: 10