= Plug-in bandwidth selection
{title2=$\widehat h=[R(K)/(\mu_2(K)^2n\widehat R(f''))]^{1/5}$}
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.
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