29.07.2014 Views

Lecture3 Slide - The Department of Statistics and Applied Probability ...

Lecture3 Slide - The Department of Statistics and Applied Probability ...

Lecture3 Slide - The Department of Statistics and Applied Probability ...

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

2<br />

Step one, continued<br />

• E |ξ in | 2 [<br />

= n −2 E |K h (X i − x) − EK h (X i − x)| 2<br />

= n −2 E {K h (X i − x)} 2 − {EK h (X i − x)} 2]<br />

ST5207 Nonparametric Regression, 27th January 2005

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!