An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution
混合分布非参数极大似然估计的计算算法
A fast algorithm for calculating the nonparametric maximum likelihood estimate (MLE) of a mixing distribution, G(·). in a mixture model is discussed. The literature contains several methods for computing the nonparametric MLE of G, but these methods are slow. In this article we develop an algorithm for maximizing the log-likelihood l(G) over the family ℊ, of all distribution functions, that yields the nonparametric MLE of G. In some semiparametric problems, a structural or…