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Annals of Statistics
Vardi (1985) introduced an ssample model for biased sampling, gave conditions which guarantee the existence and uniqueness of the nonparametric maximum likelihood estimator Gn of the common underlying distribution G, and discussed numerical methods for calculating the estimator. Here we examine the large sample behaviour of the NPMLE G", including results on uniform consistency of Gn. convergence of Vn(Gn-G) to a Gaussian process, and asymptotic efficiency of Gn as an estimator of G. The proofsdoi:10.1214/aos/1176350948 fatcat:y4o3jl6nangdbewf3ou36pml54