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Concept about nested class: Nested Classes
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Anonymous Classes explains how to construct a inner class with "instance initializer".
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See a more detailed explanation in section 13.2 & 13.3 of Walter Savitch: "Absolute Java".
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"Item 22: Favor static member classes over nonstatic" in Joshua Bloch: "Effective Java".
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"Inner Classes" in section 6.6 of Jonathan Knudsen: "Learning Java", 3rd Edition.
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Book III, chapter 7 "Using Inner Classes" in Doug Lowe: "Java All-In-One Desk Reference For Dummies", 2nd Edition.
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Section "Inner Classes" of Bruce Eckel: "Thinking in Java" explains the relationship between inner classes and closure, callbacks.
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Chapter 6 "Interfaces and Inner Classses" in Cay S. Horstmann: "Core Java: Fundamentals".