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Nick Stauner
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Kernel Bandwidth: Scott's vs. Silverman's rulerules

Could anyone explain in plain English what'swhat the difference is between Scott's orand Silverman's rulerules of thumb for bandwidth selection?

Specifically Specifically, when one is one better than the other? Is it related to the underlying distribution? Number of samples?

P.S. I am referring to the code in SciPy:

https://github.com/statsmodels/statsmodels/blob/master/statsmodels/nonparametric/bandwidths.pythe code in SciPy.

Kernel Bandwidth: Scott's vs. Silverman's rule

Could anyone explain in plain English what's the difference between Scott's or Silverman's rule of thumb for bandwidth selection?

Specifically, when one is better than the other? Is it related to underlying distribution? Number of samples?

P.S. I am referring to the code in SciPy:

https://github.com/statsmodels/statsmodels/blob/master/statsmodels/nonparametric/bandwidths.py

Kernel Bandwidth: Scott's vs. Silverman's rules

Could anyone explain in plain English what the difference is between Scott's and Silverman's rules of thumb for bandwidth selection? Specifically, when is one better than the other? Is it related to the underlying distribution? Number of samples?

P.S. I am referring to the code in SciPy.

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xrfang
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Kernel Bandwidth: Scott's vs. Silverman's rule

Could anyone explain in plain English what's the difference between Scott's or Silverman's rule of thumb for bandwidth selection?

Specifically, when one is better than the other? Is it related to underlying distribution? Number of samples?

P.S. I am referring to the code in SciPy:

https://github.com/statsmodels/statsmodels/blob/master/statsmodels/nonparametric/bandwidths.py