Ex. 6.3

[szcf-weiya]

[szcf-weiya]

References:

• Local polynomial regression: Why does the variance increase monotonically in the degree?, but the proof seems problematic, as pointed out in Tubardus (https://stats.stackexchange.com/users/86836/tubardus), Question about the answer to "Local polynomial regression: Why does the variance increase monotonically in the degree?", URL (version: 2017-04-13): https://stats.stackexchange.com/q/168830

[szcf-weiya]

My own idea, different from the approach in the above reference. also post in ya wei (https://stats.stackexchange.com/users/171750/ya-wei), Local polynomial regression: Why does the variance increase monotonically in the degree?, URL (version: 2020-05-23): https://stats.stackexchange.com/q/468046