With the development of modern image sensors enabling flexible image acquisition, single shot high dynamic range (HDR) imaging is becoming increasingly popular. In this work, we capture single shot HDR images using an imaging sensor with spatially varying gain/ISO. This allows all incoming photons to be used in the imaging. Previous methods on single shot HDR capture use spatially varying neutral density (ND) filters which lead to wasting incoming light. The main technical contribution in this work is an extension of previous HDR reconstruction approaches for single shot HDR imaging based on local polynomial approximations (Kronander et al., Unified HDR reconstruction from raw CFA data, 2013; Hajisharif et al., HDR reconstruction for alternating gain (ISO) sensor readout, 2014). Using a sensor noise model, these works deploy a statistically informed filtering operation to reconstruct HDR pixel values. However, instead of using a fixed filter size, we introduce two novel algorithms for adaptive filter kernel selection. Unlike a previous work, using adaptive filter kernels (Signal Process Image Commun 29(2):203-215, 2014), our algorithms are based on analyzing the model fit and the expected statistical deviation of the estimate based on the sensor noise model. Using an iterative procedure, we can then adapt the filter kernel according to the image structure and the statistical image noise. Experimental results show that the proposed filter de-noises the noisy image carefully while well preserving the important image features such as edges and corners, outperforming previous methods. To demonstrate the robustness of our approach, we have exploited input images from raw sensor data using a commercial off-the-shelf camera. To further analyze our algorithm, we have also implemented a camera simulator to evaluate different gain patterns and noise properties of the sensor.