Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution

DOI10.1016/j.spl.2018.05.012zbMath1392.62089arXiv1712.03852OpenAlexW2773201064WikidataQ129891583 ScholiaQ129891583MaRDI QIDQ1644199

Ryan Martin, Minwoo Chae, Stephen G. Walker

Publication date: 21 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.03852

zbMATH Keywords

smoothingdeconvolutionmixture modelBayesian updatepredictive recursion

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

A survey of nonparametric mixing density estimation via the predictive recursion algorithm, On an algorithm for solving Fredholm integrals of the first kind

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