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We use techniques from nonparametric function estimation theory to extract the density profiles, and their derivatives, from a set of N -body dark matter halos. We consider halos generated from ΛCDM simulations of gravitational clustering, as well as isolated spherical collapses. The logarithmic density slopes γ ≡ d log ρ/ d log r of the ΛCDM halos are found to vary as power laws in radius, reaching values of γ ≈ -1 at the innermost resolved radii, ∼10 -2 r vir . This behavior is significantly different from that of broken-power-law models like the Navarro-Frenk-White (NFW) profile but similar to that of models like de Vaucouleurs's. Accordingly, we compare the N -body density profiles with various parametric models to find which provide the best fit. We consider an NFW-like model with arbitrary inner slope; Dehnen & McLaughlin's anisotropic model; Einasto's model (identical in functional form to Sérsic's model but fitted to the space density); and the density model of Prugniel & Simien that was designed to match the deprojected form of Sérsic's R 1/ n law. Overall, the best-fitting model to the ΛCDM halos is Einasto's, although the Prugniel-Simien and Dehnen-McLaughlin models also perform well. With regard to the spherical-collapse halos, both the Prugniel-Simien and Einasto models describe the density profiles well, with an rms scatter some 4 times smaller than that obtained with either the NFW-like model or the three-parameter Dehnen-McLaughlin model. Finally, we confirm recent claims of a systematic variation in profile shape with halo mass.
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