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Local polynomial derivative estimator

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical inference Nonparametric statistics Nonparametric regression Local polynomial regression
2026-09-28  0 By others on same topic  0 Discussions Create my own version
If a degree-p local polynomial is fitted in the scaled coordinate (xi​−x)/h, its coefficient of that coordinate divided by h estimates the first derivative. Its effective weights differentiate every polynomial of degree at most p exactly at the target.

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  1. Local polynomial regression
  2. Nonparametric regression
  3. Nonparametric statistics
  4. Statistical inference
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 210 / 3 / Solution

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