• Corpus ID: 238408425

Revisiting consistency of a recursive estimator of mixing distributions

  title={Revisiting consistency of a recursive estimator of mixing distributions},
  author={Vaidehi Dixit and Ryan Martin},
Estimation of the mixing distribution under a general mixture model is a very difficult problem, especially when the mixing distribution is assumed to have a density. Predictive recursion (PR) is a fast, recursive algorithm for nonparametric estimation of a mixing distribution/density in general mixture models. However, the existing PR consistency results make rather strong assumptions, some of which fail for a class of mixture models relevant for monotone density estimation, namely, scale… 
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