Convergence of Luo and Tsai's iterative algorithm for estimation in proportional likelihood ratio models
O. Davidov and G. Iliopoulos
Luo and Tsai (2012, Biometrika) introduced the proportional likelihood ratio model. They proposed an iterative algorithm for the estimation of the baseline distribution function but did not establish its convergence. Here we provide a proof of convergence.
Key words and phrases: Semiparametric regression, fixed point theorem.