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

O. Davidov; G. Iliopoulos

doi:10.1093/biomet/ast019

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

O. Davidov, G. Iliopoulos

Department of Statistics

University of Haifa

Research output: Contribution to journal › Article › peer-review

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.

Original language	American English
Pages (from-to)	778-780
Number of pages	3
Journal	Biometrika
Volume	100
Issue number	3
DOIs	https://doi.org/10.1093/biomet/ast019
State	Published - Sep 2013

Keywords

Fixed point theorem
Semiparametric regression

All Science Journal Classification (ASJC) codes

Applied Mathematics
Agricultural and Biological Sciences (miscellaneous)
General Agricultural and Biological Sciences
Statistics and Probability
Statistics, Probability and Uncertainty
General Mathematics

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10.1093/biomet/ast019

Cite this

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

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.",

keywords = "Fixed point theorem, Semiparametric regression",

author = "O. Davidov and G. Iliopoulos",

note = "Funding Information: The research of Ori Davidov was supported by the Israeli Science Foundation. We wish to thank the editor and referees for their quick handling of the paper as well as for their comments and suggestions.",

year = "2013",

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doi = "10.1093/biomet/ast019",

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AU - Davidov, O.

AU - Iliopoulos, G.

N1 - Funding Information: The research of Ori Davidov was supported by the Israeli Science Foundation. We wish to thank the editor and referees for their quick handling of the paper as well as for their comments and suggestions.

PY - 2013/9

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N2 - 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.

AB - 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.

KW - Fixed point theorem

KW - Semiparametric regression

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U2 - 10.1093/biomet/ast019

DO - 10.1093/biomet/ast019

M3 - Article

SN - 0006-3444

VL - 100

SP - 778

EP - 780

JO - Biometrika

JF - Biometrika

IS - 3

ER -

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

Abstract

Keywords

All Science Journal Classification (ASJC) codes

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