Histogram and scattergram smoothing using convex quadratic programming

An algorithm, based on convex quadratic programming, is proposed to smooth sample histograms. The resulting smoothed histogram remains close to the original histogram and honors target mean and variance. The algorithm is extended to smooth sample scattergrams. The resulting smoothed scattergram remains close to the original scattergram shape and the two previously smoothed marginal distributions and honors the target correlation coefficient.