Convergence of Luo and Tsai's iterative algorithm for estimation in proportional likelihood ratio models

Luo & 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.

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Bibliographic Details
Published in:Biometrika 2013-09, Vol.100 (3), p.778-780
Main Authors: DAVIDOV, O., ILIOPOULOS, G.
Format: Article
Language:English
Subjects:
Algorithms
Convergence
Estimating techniques
Mathematical functions
Mathematical models
Miscellanea
Probability distribution
Studies
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Description
Summary:Luo & 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.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/ast019