On the bias and mean-square error of order-restricted maximum likelihood estimators

DOI10.1016/J.JSPI.2003.09.040zbMATH Open1083.62048OpenAlexW2063953605MaRDI QIDQ1763447FDOQ1763447

Authors: Sanjay Chaudhuri, Michael D. Perlman 

Publication date: 22 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.040

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zbMATH Keywords

BiasMaximum likelihood estimatorOrder-restricted inferenceBias-reducing adjustmentMean-square errorNonnegative orthantSimple orderTree order

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Parametric inference under constraints (62F30)

Cites Work

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• Moment Convergence of Sample Extremes
• Confidence interval estimation subject to order restrictions
• Conditional Expectation Given A $\sigma$-Lattice and Applications
• Quadratic loss of order restricted estimators for treatment means with a control
• Inference for the model of several treatments and a control
• Combining sample information in estimating ordered normal means
• Consistent estimation of the minimum normal mean under the tree-order restriction
• The Loss of Efficiency Estimating Linear Functions under Restrictions

Cited In (9)

• Properties of likelihood inference for order restricted models
• On a class of improved estimators of variance and estimation under order restriction
• Variance estimation for tree-order restricted models
• Consistent estimation of the minimum normal mean under the tree-order restriction
• Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
• A discussion of some inference issues in order restricted models
• The role of reversals in order-restricted inference
• Estimation of parameters in the tree order restriction by a randomized decision
• Estimation of normal means in the tree order model by the weighting methods

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