Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417035 | Computational Statistics & Data Analysis | 2010 | 5 Pages |
Abstract
A simple iterative estimation procedure for computing the nonparametric maximum likelihood estimator (NPMLE) in biased sampling models is discussed and studied in detail. A proof of convergence is provided. Numerical experiments show that the algorithm is significantly faster in terms of CPU time compared with the standard procedure.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Ori Davidov, George Iliopoulos,