Priestley-Chao Estimator - Formula

• 𝑦ˆ(𝑥) = ℎ^-1 · 𝛴_{2≤𝑖≤𝑛}[𝑘_ℎ(𝑥_𝑖-𝑥_𝑖-1)·𝑘((𝑥-𝑥_𝑖)/ℎ)·𝑦_𝑖]

where:

• 𝑘_ℎ() - kernel
• ℎ - bandwidth (or smoothing parameter)