Jami` at-Tirmidhi Book 10, Hadith 31
The Messenger of Allah said: "When one of you shrouds his brother, then let him use the best of his shrouds."
The Messenger of Allah said: "Wear the white among your garments, for indeed they are among the best of your garments, and shroud your dead in them."
Aishah said: "The Prophet was shrouded in three white Yemeni cloths, there was no shirt nor turban among them." He said: "So they mentioned the saying of the others to Aishah, that there were two garments and a Habir Burd. She said: 'A Burd was brought, but they refused it and they did not shroud him in it.'"