We present a robust method, weighted von Mises kernel density estimation, along with boundary correction to reconstruct the underlying number density field of galaxies. We apply this method to galaxies brighter than Hubble Space Telescope/F160w<=26 AB mag in the redshift range 0.4<=z<=5 in the five CANDELS fields (GOODS-N, GOODS-S, EGS, UDS, and COSMOS). We then use these measurements to explore the environmental dependence of the star formation activity of galaxies. We find strong evidence of environmental quenching for massive galaxies (M>~10^11^M_{sun}_) out to z~3.5 such that an overdense environment hosts >~20% more massive quiescent galaxies than an underdense region. We also find that environmental quenching efficiency grows with stellar mass and reaches ~60% for massive galaxies at z~0.5. The environmental quenching is also more efficient than stellar mass quenching for low-mass galaxies (M>~10^10^M_{sun}_) at low and intermediate redshifts (z<~1.2). Our findings concur thoroughly with the "overconsumption" quenching model where the termination of cool gas accretion (cosmological starvation) happens in an overdense environment and the galaxy starts to consume its remaining gas reservoir in depletion time. The depletion time depends on the stellar mass and could explain the evolution of environmental quenching efficiency with stellar mass.