Density estimation for statistics and data analysis

This book is a classic, and the material is still useful and relevant today. This book has been cited thousands of times.

I had the good fortune to take a short course from Bernie Silverman on density estimation just after this book came out in 1986. It is one of the clearest treatments of the subject and I found it particularly good on the coverage of optimal kernels.

Quite a few books have been written since 1986, but this book is still the best. Very intuitive and very readable.

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