A note on an iterative
algorithm for nonparametric estimation in biased sampling models
O. Davidov and G. Iliopoulos
A simple iterative estimation
procedure for computing the non-parametric 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.
Key words and phrases: biased
sampling; nonparametric maximum likelihood; convex optimization.