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 ...
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25<br />
Digression to density estimation<br />
• [<br />
ˆf (x) − f (x) −<br />
f (2) (x)<br />
2!<br />
h ∫ ]<br />
2 v 2 K (v) dv<br />
D<br />
∫ } 1/2 → N (0, 1)<br />
K2 (v) dv<br />
because<br />
{ ∫ f (x)<br />
nh<br />
{<br />
f(x)<br />
nh<br />
K 2 (v) dv} −1/2<br />
u ( h 2) = u<br />
(<br />
h 2 n 1/2 h 1/2) (<br />
= u n 1/2 h 5/2) = u (1)<br />
ST5207 Nonparametric Regression, 27th January 2005
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