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Research Report SRR95-016
Fast computation of auxiliary quantities in local polynomial regression
B.A. Turlach, M.P. Wand
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.
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