An algorithm for computing multivariate isotonic regression

DOI10.32917/HMJ/1206128502MaRDI QIDQ1210052zbMATH OpenOpenAlexWikidataFDO

Authors Syoichi Sasabuchi, Makoto Inutsuka, D. D. Sarath Kulatunga

Publication date 16 May 1993

Published in Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.32917/hmj/1206128502

zbMATH Keywords

multivariate isotonic regression

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Review text

An algorithm for the computation of bivariate isotonic regression was given in the authors' paper Biometrika 70, 465-472 (1983; Zbl 0559.62043). This algorithm involves iterative computation of univariate isotonic regression. The main purpose of this paper is to present a multivariate generalization of the algorithm described for the bivariate case. The definition of multivariate isotonic regression and some important results are stated in section 2. In section 3 we describe the multivariate generalization of the algorithm. Some theorems on convergence of the algorithm are given in section 4.

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Cited in

(23)

• On the computation and some applications of multivariate isotonic regression
• Minimum lower sets algorithm for isotonic regression
• Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown
• Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions
• Efficient computation of an isotonic median regression
• Isotonic regression for multiple independent variables
• A geometrical approach to iterative isotone regression
• On the computation of some properties of testing homogeneity of multivariate normal mean vectors against an order restriction
• Isotonic regression in two independent variables under umbrella orderings
• An isotonic trivariate statistical regression method
• A genetic algorithm for multivariate isotonic regression
• A convergent algorithm for a generalized multivariate isotonic regression problem
• scientific article; zbMATH DE number 1124622 (Why is no real title available?)
• Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown
• On the conditional test of order restricted multivariate normal mean vectors: simulation study and application
• A pseudo restricted MLE under multivariate order restrictions and its algorithm
• A general testing for order restriction on mean vectors of multivariate normal populations
• A multivariate version of isotonic regression
• An algorithm for isotonic median regression
• An algorithm for a pseudo RMLE under simple tree multivariate order restriction
• Parametric and permutation testing for multivariate monotonic alternatives
• Active set algorithms for isotonic regression; a unifying framework
• On the convergence of row-modification algorithm for matrix projections

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