#00-7

 
 
 
 
                             WEIGHTED LOCAL POLYNOMIAL REGRESSION,
    WEIGHTED ADDITIVE MODELS AND LOCAL SCORING
 

                                                   by


 
 
 
J. D. Opsomer
G. Kauermann
Iowa State University
 Ludwig-Maximilians-Universitat
Ames, IA USA
 Munchen, Germany
  ABSTRACT


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 findings are discussed for local scoring estimators, a widely
used class of estimators for generalized additive models described in Hastie and Tibshirani (1990).
 
 

Key words: backfitting, generalized additive model, asymptotic properties.