An algorithm for computing multivariate isotonic regression (Q1210052)

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.