Published in Monographs on Statistics and Applied Probability, London: Chapman and Hall, 1986.

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Table of Contents

• INTRODUCTION
• What is density estimation?
• Density estimates in the exploration and presentation of data
• Further reading
• SURVEY OF EXISTING METHODS
• Introduction
• Histograms
• The naive estimator
• The kernel estimator
• The nearest neighbour method
• The variable kernel method
• Orthogonal series estimators
• Maximum penalized likelihood estimators
• General weight function estimators
• Bounded domains and directional data
• Discussion and bibliography