The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models

DOI10.1111/j.1467-9469.2007.00588.xzbMath1199.65017arXivmath/0405511OpenAlexW2134999711WikidataQ42244125 ScholiaQ42244125MaRDI QIDQ5324875

Piet Groeneboom, Geurt Jongbloed, Jon A. Wellner

Publication date: 8 August 2009

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0405511

zbMATH Keywords

iterative algorithmcomparison of methodsconvex optimizationEM-algorithmleast squares estimationinterior point algorithmconvex regressionvertex direction methodaspect problemmaximum likelihood deconvolutionquantum non-locality experimentssupport reduction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)

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Uses Software

• MLEcens

Cites Work

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• Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
• The geometry of mixture likelihoods: A general theory
• Convergence of Simar's algorithm for finding the maximum likelihood estimate of a compound Poisson process
• Maximum likelihood estimation of a compound Poisson process
• A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).
• Estimation of a convex function: Characterizations and asymptotic theory.
• The Statistical Strength of Nonlocality Proofs
• An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution
• Estimating a Convex Function in Nonparametric Regression
• Estimating the Proportion of True Null Hypotheses, with application to DNA Microarray Data

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