Isotonic M-estimation of location: Union-intersection principle and preliminary test versions (Q1105941)

In a k (\(\geq 2)\) sample model, isotonic estimators of locations \(\theta_ 1,...,\theta_ k\) take into consideration the prior restraint that \(\theta_ 1\leq...\leq \theta_ k\). Though these estimators are appealing, they are generally biased. The union-intersection (UI-) principle and the theory of M-estimation of location are incorporated in the formulation of some robust, preliminary test, isotonic (M-) estimators of locations. Associated distribution theory of the test statistic and estimator is studied in a systematic manner.