The book includes discussions of regression diagnostics, robust regression, and bootstrapping. T. J. Hastie and R. J. Tibshirani, Generalized Additive Models . The book provides a fine general introduction to nonparametric regression. D. Hoaglin, F. Mosteller, and J. Tukey, eds., Understanding Robust and Exploratory Data Analysis and Exploring Data Tables, Trends, and Shapes . An interesting pair of volumes that provides the mathematical and statistical background for many EDA methods, as well as some new material and a nice introduction to the theory of robust estimation.
Parts are relatively difficult.
I found the first volume of greater interest than the second. W. Jacoby, Statistical Graphics for Univariate and Bivariate Data and Statistical Graphics for Visualizing Multivariate Data. The second volume includes a useful appendix on software for statistical graphics. Ch. 13 in K. Schuessler, ed. This chapter covers a variety of basic EDA methods.