3 Nonparametric Density Estimation
3.1 Motivation and Derivation
3.2 Statistical Properties
3.3 Smoothing Parameter Selection
3.3.1 Silverman's Rule of Thumb
3.3.2 Cross-Validation
3.3.3 Refined Plug-in Methods
3.3.4 An Optimal Bandwidth Selector?!
3.4 Choosing the Kernel
3.5 Confidence Intervals and Confidence Bands
3.6 Multivariate Kernel Density Estimation