Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and here for more.

Literature References - Curve Fitting and Function Approximation

[Silverman 1986]  B.W. Silverman
Density estimation for statistics and data analysis
Chapman and Hall, London 1986 
Easy text on density estimation; recommended. 

Last Update: 2012-10-08