Question: Prove Theorem 19.11: Show that when d 1 the AIMSE optimal bandwidth takes the form h0 cn1/(4d) and AIMSE is O n4/(4d)

Prove Theorem 19.11: Show that when d ¸ 1 the AIMSE optimal bandwidth takes the form h0 Æ cn¡1/(4Åd) and AIMSE is O

¡

n¡4/(4Åd)¢

.

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