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

DOI10.1016/0047-259X(88)90132-7MaRDI QIDQ1105941zbMATH OpenFDO

Authors Azza R. Karmous, Pranab K. Sen

Publication date 1988

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(88)90132-7

zbMATH Keywords

M-estimation of locationM-testordered alternativesorthant alternativespreliminary test estimator. isotonic estimators of locationsunion-intersection (UI-) principle

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05) Nonparametric inference (62G99)

Review text

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.

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Cites work

• Asymptotic relations of M-estimates and R-estimates in linear regression model
• scientific article; zbMATH DE number 3844836 (Why is no real title available?)
• scientific article; zbMATH DE number 3844837 (Why is no real title available?)
• scientific article; zbMATH DE number 4072139 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• M-methods in multivariate linear models
• On preliminary test and shrinkage M-estimation in linear models
• Probability Integrals of Multivariate Normal and Multivariate t¹
• Rank Tests for Randomized Blocks Against Ordered Alternatives
• Union-intersection rank tests for ordered alternatives in some simple linear models

Cited in

(7)

• An appraisal of some aspects of statistical inference under inequality constraints
• On Preliminary Test Isotonic M-Estimation of Multivariate Location Parameters
• scientific article; zbMATH DE number 4166377 (Why is no real title available?)
• scientific article; zbMATH DE number 4072139 (Why is no real title available?)
• M-estimators for isotonic regression
• M-estimation of k-sample location parameters; a two-sided preliminary test approach
• M-tests in multivariate models

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