Density estimation has evolved enormously since the days of bar plots
and histograms, but researchers and users are still struggling with the
problem of the selection of the bin widths. This book is the first to
explore a new paradigm for the data-based or automatic selection of the
free parameters of density estimates in general so that the expected
error is within a given constant multiple of the best possible error.
The paradigm can be used in nearly all density estimates and for most
model selection problems, both parametric and nonparametric.