Unimodal regression in the two-parameter exponential family with constant or known dispersion parameter

Abstract

In this paper we discuss statistical methods for curve-estimation under the assumption of unimodality for variables with distributions belonging to the two-parameter exponential family with known or constant dispersion parameter. We suggest a non-parametric method based on monotonicity properties. The method is applied to Swedish data on laboratory verified diagnoses of influenza and data on inflation from an episode of hyperinflation in Bulgaria.