Information-theoretic approach to unimodal density estimation
Patrick L. Brockett, A. Charnes, Kwang H. Paick · IEEE Transactions on Information Theory · 1995
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.>