Fast Computation of Auxiliary Quantities in Local Polynomial Regression

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Journal Article
Journal of Computational and Graphical Statistics, 1996, 5 (4), pp. 337 - 350
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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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