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

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  • Davidov, Ori
  • Iliopoulos, George

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.

Suggested Citation

  • Davidov, Ori & Iliopoulos, George, 2010. "A note on an iterative algorithm for nonparametric estimation in biased sampling models," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 620-624, March.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:3:p:620-624
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    References listed on IDEAS

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    1. Asgharian M. & MLan C.E. & Wolfson D. B., 2002. "Length-Biased Sampling With Right Censoring: An Unconditional Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 201-209, March.
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