Question: Use Leave-one-out Cross Validation to pick an appropriate bandwidth parameter for the ksmooth function to create the smoothed estimator using mean squared error as the

Use Leave-one-out Cross Validation to pick an appropriate bandwidth parameter for the ksmooth function to create the smoothed estimator using mean squared error as the loss function. You will notice something strange about the "best" value. What is this value telling you about the best possible estimator

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