A method is proposed for achieving fast (O(n^-8/9) and faster)
asymptotic mean integrated squared error convergence rates in density
estimation using data which is condensed to standard histogram bin
counts and edges. Such an approach is useful both when data is
collected in binned form, and for storage and computational savings
over unbinned methods with huge data sets. The method involves
weighting B-splines appropriately to restore the correct mass
proportions property, in
which the probability mass for the histogram bins equals exactly the
fraction of the data found in those bins. Computational and visual
aspects of the new estimator will be examined, and comparisons with
kernel estimators will be conducted.