A new tabu search algorithm is proposed for the maximum score estimator computation, where the focus is on large sample size and/or large number of parameters. The proposed algorithm shares the same solution representation with the Hyperplanes Intersection Simulated Annealing (HISA) previously...

Efron's elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the Kiefer-Wolfowitz nonparametric maximum likelihood estimator for mixture models for several examples. The latter approach has the advantage that it is free of tuning parameters and...