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Please suggest a good reference for introduction to Kernel Density Estimation. I am an electrical engineer and i want some basic introduction so that i can get to start using it and also understand its working. I have basic knowledge of Probability and random variables as taught in engineering courses.

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up vote 1 down vote accepted

David W. Scott, Multivariate Density Estimation.

Bernard. W. Silverman, Density Estimation for Statistics and Data Analysis.

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