An Alternative Unimodal Density Estimator with a Consistent Estimate of the Mode

@inproceedings{Meyer2003AnAU,
  title={An Alternative Unimodal Density Estimator with a Consistent Estimate of the Mode},
  author={Mary C. Meyer},
  year={2003}
}
The traditional maximum likelihood unimodal density estimator (Grenander (1956)) pieces together two isotonic density estimators at a known mode. It is discontinuous at the mode, and does not directly adapt to the case of unknown mode. This paper presents an alternative unimodal density estimator in the form of a generalized isotonic regression on a partial… CONTINUE READING