The recent surge of interest in the more technical aspects ofdensity estimation has brought the subject into public view but has sadly created the impression, in some quarters, that density estimates are onlyoftheoreticalimportance.I have aimed in this book to make the subject accessible to a wider audience of statisticians and others, hoping to encouragebroaderpracticalapplication and more relevant theoretical research. With these objects in mind, I have tried to concentrate on topics of methodological interest. Specialists in the fieldwill, I am sure, notice omissionsofthe kind that are inevitable in a personal account, I hope in spite of these that they will find the treatment of the subject interesting and stimulating. I wouldliketo thank David Kendall for first kindling myinterest in density estimation. For their useful suggestions and other help I am grateful to several people, including Adrian Baddeley, Christopher Chatfield, David Cox, Rowena Fowler and Anthony Robinson. Colleagues who have helped in various specificwaysare acknowled­ ged in the course of the text. I am also grateful to the University of Washington (Seattle) for the opportunity to present a course of lectures that formed the basis of the book.