Article ID Journal Published Year Pages File Type
417035 Computational Statistics & Data Analysis 2010 5 Pages PDF
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
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