Hoeffding projection
= Hoeffding projection
{c}
{title2=$\frac mn\sum_i h_1(X_i)$}
The displayed sum is the first-order projection of a centred <U-statistic> onto sums of functions of individual observations. Its summands are <independent> and have mean zero. Subtracting it leaves a remainder with conditional <expectation> zero in each individual observation, a useful decomposition for <variance> and normal-limit calculations.