Stochastic reduction of loss in estimating normal means by isotonic regression

DOI10.1214/AOS/1176347153zbMATH Open0673.62021OpenAlexW2018463384MaRDI QIDQ1120928FDOQ1120928

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

Recommendations

scientific article; zbMATH DE number 1941586
Distribution-free properties of isotonic regression
Maximum likelihood estimation of isotonic normal means with unknown variances
Small sample properties of isotonic estimators - bias and mean squared error of linear combinations under normality
Estimation of means of multivariate normal populations with order restriction

maximum likelihood ordering ordered means stochastic absolute error loss function order restriction independent normal random variables isotonic regression estimator

Mathematics Subject Classification ID

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

Cited In (24)

Estimation of two order restricted normal means with unknown and possibly unequal variances
Bootstrap adjusted estimators in a restricted setting
Small sample properties of isotonic estimators - bias and mean squared error of linear combinations under normality
Selection models with monotone weight functions in meta analysis
Isotonic estimation in stochastic approximation
Estimation of Ordered Means of Two Poisson Distributions
Peakedness and peakedness ordering
Improved estimators for the common means of two normal distributions with ordered variances
James–Stein type estimators for ordered normal means
Peakedness and peakedness ordering in symmetric distributions
Reduction of risk using restricted estimators
Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries
Simultaneous estimation in a restricted linear model
Log-concavity and strong log-concavity: a review
Title not available (Why is that?)
Estimation of order-restricted means of two normal populations under the LINEX loss function
Estimation of two ordered normal means under modified Pitman nearness criterion
Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study
Estimation of means of multivariate normal populations with order restriction
A good property of the maximum likelihood estimator in a restricted normal model
Simultaneous estimation by isotonic regression
Robustness of a truncated estimator for the smaller of two ordered means
Estimation of normal means in the tree order model by the weighting methods
Estimation of Order Restricted Concentration Parameters of von Mises Distributions

This page was built for publication: Stochastic reduction of loss in estimating normal means by isotonic regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1120928)