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

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	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

Bibliographical 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.

Keywords

Fixed point theorem
Semiparametric regression

ASJC Scopus subject areas

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

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AU - Iliopoulos, G.

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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

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SN - 0006-3444

VL - 100

SP - 778

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JO - Biometrika

JF - Biometrika

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ER -

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

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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