关于半参数比值比模型迭代算法收敛性的一个注记

A note on convergence of an iterative algorithm for semiparametric odds ratio models

Biometrika · 2015
被引 1
ABS 4

中文导读

指出Davidov和Iliopoulos关于比例似然比模型迭代算法收敛性证明中的错误,并证明在比值比函数有界等温和条件下算法仍收敛。

Abstract

This paper points out an error in Davidov and Iliopoulos's (Biometrika100, 778–80) proof of convergence of an iterative algorithm for the proportional likelihood ratio model. It is shown that the iterative algorithm increases the likelihood in each iteration and converges under mild additional conditions when the odds ratio function is bounded.

统计学半参数模型迭代算法比值比模型