A note on an iterative algorithm for nonparametric estimation in biased sampling models

Authors :: Ori Davidov
George Iliopoulos
Source :: Computational Statistics & Data Analysis. 54:620-624
Publication Year :: 2010
Publisher :: Elsevier BV, 2010.
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.

Subjects :: Statistics and Probability
Mathematical optimization
Iterative method
Applied Mathematics
Nonparametric statistics
CPU time
Sampling (statistics)
Estimator
Computational Mathematics
Computational Theory and Mathematics
Simple (abstract algebra)
Convergence (routing)
Algorithm
Mathematics
Sampling bias

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