On the existence and uniqueness of the NPMLE in biased sampling

O. Davidov and G. Iliopoulos

Identifiability, existence and uniqueness of the nonparametric maximum likelihood estimator (NPMLE) in biased sampling models are thoroughly investigated. The conditions for existence and uniqueness are considered from a different perspective and proofs are simplified. An extension to semiparametric models is provided.

Key words and phrases: biased sampling, non-parametric maximum likelihood, semi-parametric models

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