 Plug-in bandwidth selection

Estimate the unknown curvature in the AMISE minimizer and substitute it into that formula. A consistent positive curvature estimate makes the selected bandwidth ratio-consistent. Pilot smoothing is needed because differentiating an undersmoothed density estimator magnifies variance. A normal-reference pilot can initialize an estimate of a higher derivative functional; the final density-curvature estimate is computed from the data rather than assuming the density is normal.