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It has been established that the plug-in and smoothed cross validation selectors (given a single pilot bandwidth '''G''') both converge at a relative rate of ''O<sub>p</sub>''(''n''<sup>−2/(''d''+6)</sup>) <ref name="DH2005" /><ref>{{Cite journal| doi=10.1016/j.jmva.2004.04.004 | author1=Duong, T. | author2=Hazelton, M.L. | title=Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation | journal=Journal of Multivariate Analysis | year=2005 | volume=93 | issue=2 | pages=417–433| doi-access=free }}</ref> i.e., both these data-based selectors are consistent estimators.
fix syntaxhighlight error==Density estimation with a full bandwidth matrix==
[[File:Old Faithful Geyser KDE with plugin bandwidth.png|thumb|250px|alt=Old Faithful Geyser data kernel density estimate with plug-in bandwidth matrix.|Old Faithful Geyser data kernel density estimate with plug-in bandwidth matrix.]]
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The code fragment computes the kernel density estimate with the plug-in bandwidth matrix <math>\hat{\mathbf{H}}_{\operatorname{PI}} = \begin{bmatrix}0.052 & 0.510 \\ 0.510 & 8.882\end{bmatrix}.</math> Again, the coloured contours correspond to the smallest region which contains the respective probability mass: red = 25%, orange + red = 50%, yellow + orange + red = 75%. To compute the SCV selector, <code>Hpi</code> is replaced with <code>Hscv</code>. This is not displayed here since it is mostly similar to the plug-in estimate for this example.
<syntaxhighlight lang="
library(ks)
data(faithful)
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