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Information-theoretic approach to unimodal density estimation

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3 Author(s)
Brockett, P. ; Center for Cybern. Studies, Texas Univ., Austin, TX, USA ; Charnes, A. ; Paick, K.H.

Extends the maximum entropy information-theoretic density estimation method to provide a technique which guarantees that the resulting density is unimodal. The method inputs data in the form of moment or quantile constraints and consequently can handle both data-derived and non-data-derived information

Published in:

Information Theory, IEEE Transactions on  (Volume:41 ,  Issue: 3 )

Date of Publication:

May 1995

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