Stochastic reduction of loss in estimating normal means by isotonic regression

DOI10.1214/AOS/1176347153zbMath0673.62021OpenAlexW2018463384MaRDI QIDQ1120928

Robert E. Kelly

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347153

zbMATH Keywords

orderingloss functionmaximum likelihoodstochasticordered meansabsolute errororder restrictionindependent normal random variablesisotonic regression estimator

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point estimation (62F10) Statistical decision theory (62C99)

Related Items (21)

Estimation of means of multivariate normal populations with order restriction ⋮ James–Stein type estimators for ordered normal means ⋮ Simultaneous estimation in a restricted linear model ⋮ A good property of the maximum likelihood estimator in a restricted normal model ⋮ Estimation of order-restricted means of two normal populations under the LINEX loss function ⋮ Estimation of normal means in the tree order model by the weighting methods ⋮ Reduction of risk using restricted estimators ⋮ Robustness of a truncated estimator for the smaller of two ordered means ⋮ Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study ⋮ Peakedness and peakedness ordering ⋮ Improved estimators for the common means of two normal distributions with ordered variances ⋮ Log-concavity and strong log-concavity: a review ⋮ Estimation of two ordered normal means under modified Pitman nearness criterion ⋮ Selection models with monotone weight functions in meta analysis ⋮ Estimation of two order restricted normal means with unknown and possibly unequal variances ⋮ Estimation of Order Restricted Concentration Parameters of von Mises Distributions ⋮ Peakedness and peakedness ordering in symmetric distributions ⋮ Simultaneous estimation by isotonic regression ⋮ Estimation of Ordered Means of Two Poisson Distributions ⋮ Bootstrap adjusted estimators in a restricted setting ⋮ Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries

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