Weighted Local Polynomial Regression, Weighted Additive Models and Local Scoring

نویسندگان

  • J D Opsomer
  • G Kauermann
  • D Opsomer
چکیده

This article describes the asymptotic properties of local polynomial regression estimators for univariate and additive models when observation weights are included. The implications of these ndings are discussed for local scoring estimators, a widely used class of estimators for generalized additive models described in Hastie and Tibshirani (1990).

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تاریخ انتشار 2000