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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

xrfang
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