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An exposition of density estimation for statistics and data analysis. A volume in the Monographs on Statistics and Applied Probability series, it is designed for applied statisticians
"This well-written and moderately priced volume has removed any excuse for ignorance concerning density estimation on the part of applied statisticians; they will find the style refreshingly down-to-earth, and will value the clearsighted exposition. I thoroughly enjoyed reading it, and can recommend it wholeheartedly." -Short Book Reviews "Highly recommended." -Choice
Introduction. Survey of Existing Methods. The Kernel Method for Univariate Data. The Kernel Method for Multivariate Data. Three Important Methods. Density Estimation in Action.