Stochastic reduction of loss in estimating normal means by isotonic regression
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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
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