Abstract
We consider the problem of nonparametric density estimation where estimates are constrained to be unimodal. Though several methods have been proposed to achieve this end, each of them has its own drawbacks and none of them have readily-available computer codes. The approach of Braun and Hall (2001), where a kernel density estimator is modified by data sharpening, is one of the most promising options, but optimization difficulties make it hard to use in practice. This paper presents a new algorithm and MATLAB code for finding good unimodal density estimates under the Braun and Hall scheme. The algorithm uses a greedy, feasibility-preserving strategy to ensure that it always returns a unimodal solution. Compared to the incumbent method of optimization, the greedy method is easier to use, runs faster, and produces solutions of comparable quality. It can also be extended to the bivariate case.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
