Sufficient Conditions for a Linear Estimator to be a Local Polynomial Regression
@article{Sidorenko2018SufficientCF, title={Sufficient Conditions for a Linear Estimator to be a Local Polynomial Regression}, author={Alexander Sidorenko and Kurt S. Riedel}, journal={arXiv: Methodology}, year={2018} }
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.
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