A nonparametric function estimation method called SUPPORT ("Smoothed and Unsmoothed Piecewise-Polynomial Regression Trees") is described. The estimate is typically made up of several pieces, each ...

John Staudenmayer, David Ruppert, Local Polynomial Regression and Simulation-Extrapolation, Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 66, No. 1 (2004), pp.