Sufficient Conditions for a Linear Estimator to be a Local Polynomial Regression
Abstract
It is shown that any linear estimator that satisfies the moment conditions up to order $p$ is equivalent to a local polynomial regression of order $p$ with some non-negative weight function if and only if the kernel has at most $p$ sign changes. If the data points are placed symmetrically about the estimation point, a linear weighting function is equivalent to the standard quadratic weighting function.
- Publication:
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arXiv e-prints
- Pub Date:
- March 2018
- DOI:
- 10.48550/arXiv.1803.06050
- arXiv:
- arXiv:1803.06050
- Bibcode:
- 2018arXiv180306050S
- Keywords:
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- Statistics - Methodology;
- Mathematics - Statistics Theory
- E-Print:
- Manuscript date 1993