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$\begingroup$ Sorry but $2U_n^{^(1)}(\pi_1 R)=2(ER(x,X_1)-ER(X_1.X_2))$. I can't see where $Y_i$ comes from by leting $R=\frac{K(x-y)}{h}$. Actually can we derive consistency from the statement with $Yi$? On page 51 bottom the author already have $Tn-ETn=U_n(R)$, I can't understand why not bound this term directly but need to minus a $Yi$. $\endgroup$

toki
– toki

2025-04-09 08:21:11 +00:00
Commented Apr 9 at 8:21

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