Fast Computation of Auxiliary Quantities in Local Polynomial Regression

Turlach, BA; Wand, MP

Fast Computation of Auxiliary Quantities in Local Polynomial Regression

Turlach, BA Wand, MP

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Publication Type:: Journal Article
Citation:: Journal of Computational and Graphical Statistics, 1996, 5 (4), pp. 337 - 350
Issue Date:: 1996-01-01

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Field	Value	Language
dc.contributor.author	Turlach, BA	en_US
dc.contributor.author	Wand, MP https://orcid.org/0000-0003-2555-896X	en_US
dc.date.issued	1996-01-01	en_US
dc.identifier.citation	Journal of Computational and Graphical Statistics, 1996, 5 (4), pp. 337 - 350	en_US
dc.identifier.issn	1061-8600	en_US
dc.identifier.uri	http://hdl.handle.net/10453/21950
dc.description.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. © 1996 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.	en_US
dc.relation.ispartof	Journal of Computational and Graphical Statistics	en_US
dc.relation.isbasedon	10.1080/10618600.1996.10474716	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	Fast Computation of Auxiliary Quantities in Local Polynomial Regression	en_US
dc.type	Journal Article
utslib.citation.volume	4	en_US
utslib.citation.volume	5	en_US
utslib.for	0104 Statistics	en_US
utslib.for	1403 Econometrics	en_US
dc.location.activity	Taipei, TAIWAN
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	closed_access
pubs.issue	4	en_US
pubs.publication-status	Published	en_US
pubs.volume	5	en_US

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. © 1996 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

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http://hdl.handle.net/10453/21950