I've been using Savitzky-Golay (SG) filters for quite a while, but always on 1D data, using an implementation based on the algorithm from the Numerical Recipes to calculate the kernel (mask, ...

SAS/INSIGHT software provides nonparametric curve-fitting estimates from smoothing spline, kernel, loess, and fixed bandwidth local polynomial estimators that are alternatives to fitting polynomials.

The kernel estimator fits a local mean at each point x and thus cannot even estimate a line without bias (Cleveland, Cleveland, Devlin and Grosse 1988). An estimator based on locally-weighted ...

We consider the problem of efficiently estimating multivariate densities and their modes for moderate dimensions and an abundance of data. We propose polynomial histograms to solve this estimation ...