Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548043 | Statistics & Probability Letters | 2018 | 5 Pages |
Abstract
An iterative algorithm has been conjectured to converge to the nonparametric MLE of the mixing distribution. We give a rigorous proof of this conjecture and discuss the use of this algorithm for producing smooth mixing densities as near-MLEs.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Minwoo Chae, Ryan Martin, Stephen G. Walker,