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

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8 Step one, continued • E |ξ in | 2+δ = n −(2+δ) E |K h (X i − x) − EK h (X i − x)| 2+δ • E |ξ in | 2+δ ≤ n −(2+δ) E {|K h (X i − x)| + |EK h (X i − x)|} 2+δ ST5207 Nonparametric Regression, 27th January 2005
9 Step one, continued • E |ξ in | 2+δ = n −(2+δ) E |K h (X i − x) − EK h (X i − x)| 2+δ • E |ξ in | 2+δ ≤ n −(2+δ) E {|K h (X i − x)| + |EK h (X i − x)|} 2+δ • Using (a + b) p ≤ 2 p−1 (a p + b p ) , a, b > 0, p ≥ 1 ST5207 Nonparametric Regression, 27th January 2005
Page 1 and 2: 1 ST5207 Nonparametric Regression,
Page 3 and 4: 3 Step one, continued • E |ξ in
Page 7: 7 Step one, continued • E |ξ in
Page 15 and 16: 15 Step one, continued • E |K h (
Page 21 and 22: 21 Step one, continued • ≤ [ f
Page 23 and 24: 23 Step one, continued • ≤ [ f
Page 25 and 26: 25 Digression to density estimation

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

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