Convergence and consistency of Newton's algorithm for estimating mixing distribution

zbMATH Open1119.62020MaRDI QIDQ5310587FDOQ5310587

Authors: Surya T. Tokdar, Jayanta K. Ghosh 

Publication date: 11 October 2007

Recommendations

• Stochastic approximation and Newton's estimate of a mixing distribution
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Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited In (12)

• Convergence rate for predictive recursion estimation of finite mixtures
• A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
• Consistency of a recursive estimate of mixing distributions
• Stochastic approximation and Newton's estimate of a mixing distribution
• A class of measure-valued Markov chains and Bayesian nonparametrics
• Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
• Asymptotic properties of predictive recursion: robustness and rate of convergence
• A survey of nonparametric mixing density estimation via the predictive recursion algorithm
• Revisiting consistency of a recursive estimator of mixing distributions
• On the convergence of Newton's method when estimating higher dimensional parameters
• A Laplace transform inversion method for probability distribution functions
• Estimating a mixing distribution on the sphere using predictive recursion

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