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The application of the quadratic form approximation to the test statistics for local linear regression. Left panel: fitted curve and no-effected reference band. The triangles denote the fitted values for observed depth, obtained from the smoothing matrix as My. Middle panel: significance trace showing permutation p-values (dots) and the proposed approximation (line) as a function of h. Right panel: q–q plot for approximating p-values under permutation for h = 5.
