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

O. Davidov and G. Iliopoulos

Biometrika, 2013, vol. 100, issue 3, 778-780

Abstract: 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. Copyright 2013, Oxford University Press.

Date: 2013
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