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SOME PROBLEMS ON THE ESTIMATION OF UNIMODAL DENSITIES

SOME PROBLEMS ON THE ESTIMATION OF UNIMODAL DENSITIES

In this paper, we study, in some new ways, the estimation of unimodal densities. Several methods for estimating unimodal densities are proposed: plug-in MLE, pregrouping techniques, linear spline MLE. Based on the maximum likelihood method, an automatic procedure for estimating a unimodal density as well as its mode is proposed. …