Here one example:
julia> using Plots, KernelDensity
julia> data = [ randn(1000) for _ in 1:10 ]; # data for each coordinate
julia> densities = [ kde(dat).density for dat in data ]; # densities
julia> density_matrix = hcat(densities...); # turn all into a matrix
julia> surface(density_matrix) # create surface
gives you:
