Stochastic reduction of loss in estimating normal means by isotonic regression
From MaRDI portal
Publication:1120928
DOI10.1214/aos/1176347153zbMath0673.62021MaRDI QIDQ1120928
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
ordering; loss function; maximum likelihood; stochastic; ordered means; absolute error; order restriction; independent normal random variables; isotonic regression estimator
60E15: Inequalities; stochastic orderings
62F10: Point estimation
62C99: Statistical decision theory
Related Items
Estimation of Order Restricted Concentration Parameters of von Mises Distributions, Reduction of risk using restricted estimators, Estimation of normal means in the tree order model by the weighting methods, James–Stein type estimators for ordered normal means, 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, Estimation of order-restricted means of two normal populations under the LINEX loss function, 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, Estimation of means of multivariate normal populations with order restriction, Peakedness and peakedness ordering in symmetric distributions, Simultaneous estimation by isotonic regression, Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries, Simultaneous estimation in a restricted linear model, A good property of the maximum likelihood estimator in a restricted normal model, Estimation of two order restricted normal means with unknown and possibly unequal variances, Bootstrap adjusted estimators in a restricted setting, Selection models with monotone weight functions in meta analysis, Estimation of Ordered Means of Two Poisson Distributions