Density Estimation for Statistics and Data Analysis

Silverman’s rule of thumb for kernel density estimation bandwidth selection:

$$ h = 0.9 \cdot \min ( \hat{\sigma}, IQR/1.35 ) n^{-1/5} $$

Reference

B. W. Silverman “Density Estimation for Statistics and Data Analysis” (1986)

@Article{silverman1986,
  title = {Density Estimation for Statistics and Data Analysis},
  publisher = {Chapman &amp; Hall, London},
  author = {Silverman, B. W.},
  year = {1986}
}