Multivariate Density Estimation

Silverman's book on Density Estimation is still the classic, and one I wouldn't be without, but Scott's book is a great companion. Obviously, it focuses more on multivariate techniques but it also covers bandwidth selection more in depth.

This has become of four texts I am constantly consulting.The others?

There are a number of good books dealing with univariate density estimates. Some are very theoretical and some are very practical.

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