The bandwidth is selected by a rule of thumb similar to `bw_t`

.

bw_tll(udata, deg)

udata | data. |
---|---|

deg | degree of the polynomial. |

A `2 x 2`

bandwidth matrix.

The formula is
$$5 n^{-1 / (4q + 2)} \hat{\Sigma}^{1/2},$$
where \(\hat{Sigma}\) is empirical covariance matrix of the transformed
random vector and \(q = 1\) for `TLL1`

and \(q = 2\) for
`TLL2`

.