3 Nonparametric Density Estimation
3.1 Motivation and Derivation
3.2 Statistical Properties
3.3 Smoothing Parameter Selection
3.4 Choosing the Kernel
3.4.1 Canonical Kernels and Bandwidths
3.4.2 Adjusting Bandwidths across Kernels
3.4.3 Optimizing the Kernel
3.5 Confidence Intervals and Confidence Bands
3.6 Multivariate Kernel Density Estimation