Article ID Journal Published Year Pages File Type
7548043 Statistics & Probability Letters 2018 5 Pages PDF
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.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
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