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

  • Authors:

  • Ori Davidov;George Iliopoulos

  • Affiliations:

  • Department of Statistics, University of Haifa, Mount Carmel, Haifa 31905, Israel;Department of Statistics and Insurance Science, University of Piraeus, 80 Karaoli & Dimitriou street, 18534 Piraeus, Greece

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2010

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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.