Density Estimation for Statistics and Data Analysis.

@article{Green1988DensityEF,
  title={Density Estimation for Statistics and Data Analysis.},
  author={P. J. Green and Allan H. Seheult and Bernard W. Silverman},
  journal={Applied statistics},
  year={1988},
  volume={37},
  pages={120}
}
Suppose, now, that we have a set of observed data points assumed to be a sample from an unknown probability density function. Density estimation, as discussed in this book, is the construction of an estimate of the density function from the observed data. The two main aims of the book are to explain how to estimate a density from a given data set and to explore how density estimates can be used, both in their own right and as an ingredient of other statistical procedures. 

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