Lecture3 Slide - The Department of Statistics and Applied Probability ...
Lecture3 Slide - The Department of Statistics and Applied Probability ...
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3<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 />
•<br />
E {K h (X i − x)} 2 =<br />
∫<br />
K 2 h (u − x) f (u) du = 1 h 2 ∫<br />
K 2 ( u − x<br />
h<br />
)<br />
f (u) du<br />
ST5207 Nonparametric Regression, 27th January 2005
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