Computation of the NPMLE of distribution
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Wei Pan; Rick Chappell
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Article
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1998
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Elsevier Science
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English
β 1008 KB
The iterative convex minorant (ICM) algorithm (Groeneboom and Wellner, 1992) is widely believed to be much faster than the EM algorithm (Turnbull, 1976) in computing the NPMLE of the distribution function for interval censored data. Our formulation of the ICM helps to explore its connection with the