Advanced search
Publication Cover
Journal of the American Statistical Association Volume 73, 1978 - Issue 364
Submit an article Journal homepage
355
Views
387
CrossRef citations to date
0
Altmetric
Theory and Method

Nonparametric Maximum Likelihood Estimation of a Mixing Distribution

Nan Laird Department of Statistics, Department of Biostatistics, Harvard University, Cambridge, MA, 02138, USA
Pages 805-811 | Received 01 Dec 1976, Published online: 05 Apr 2012
 
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Abstract

The nonparametric maximum likelihood estimate of a mixing distribution is shown to be self-consistent, a property which characterizes the nonparametric maximum likelihood estimate of a distribution function in incomplete data problems. Under various conditions the estimate is a step function, with a finite number of steps. Its computation is illustrated with a small example.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related Research Data

Assessing the Order of Dependence for Partially Exchangeable Binary Data
Source: Informa UK Limited
Two-component mixtures of generalized linear mixed effects models for cluster correlated data:
Source: SAGE Publications
Estimation of the Causal Effect of a Time-Varying Exposure on the Marginal Mean of a Repeated Binary Outcome
Source: Informa UK Limited
Multilevel Latent Class Models
Source: SAGE Publications
Generalized Linear Mixed Models
Source: Elsevier
Finding the Observed Information Matrix When Using the EM Algorithm
Source: Wiley
Maximum likelihood estimation based on Newton-Raphson iteration for the bivariate random effects model in test accuracy meta-analysis.
Source: SAGE Publications
Using finite mixtures of M-quantile regression models to handle unobserved heterogeneity in assessing the effect of meteorology and traffic on air quality
Source: Springer Science and Business Media LLC
Estimating a population of parameter values using Bayes and empirical Bayes methods
Source: Informa UK Limited
Using mixtures in econometric models: a brief review and some new results
Source: Oxford University Press (OUP)
Estimating the number of drug users in Bangkok 2001: a capture-recapture approach using repeated entries in one list.
Source: Springer Science and Business Media LLC
Time-Dependent Association Measures for Bivariate Survival Distributions
Source: Informa UK Limited
On an algorithm for solving Fredholm integrals of the first kind
Source: Springer Science and Business Media LLC
A bivariate approach to meta‐analysis
Source: Wiley
FITTING THE STRUCTURED GENERAL DIAGNOSTIC MODEL TO NAEP DATA
Source: Wiley
A Hybrid Algorithm for Computation of the Nonparametric Maximum Likelihood Estimator from Censored Data
Source: Informa UK Limited
PSYCHOLOGICAL SAFETY AND KNOWLEDGE SHARING
Source: Wiley
Estimating a Multivariate Proportional Hazards Model for Clustered Data Using the EM Algorithm, with an Application to Child Survival in Guatemala
Source: Informa UK Limited
Analysis of Patent Data—A Mixed-Poisson-Regression-Model Approach
Source: Informa UK Limited
Monotone Empirical Bayes Estimators Based on More Informative Samples
Source: Informa UK Limited
Empirical Bayes Confidence Intervals Based on Bootstrap Samples
Source: Informa UK Limited
Negative binomial loglinear mixed models
Source: SAGE Publications
Mixed hidden Markov quantile regression models for longitudinal data with possibly incomplete sequences.
Source: SAGE Publications
Empirical Bayes: Past, Present and Future
Source: Informa UK Limited
Constrained Bayes Estimation with Applications
Source: Informa UK Limited
With Empirical Applications to Criminal Careers Data
Source: SAGE Publications
Parameter Estimation Method of Mixture Distribution for Construction Machinery
Source: Hindawi
Matching and Weighting With Functions of Error-Prone Covariates for Causal Inference
Source: Informa UK Limited

Linking provided by 

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.