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

DOI10.1016/J.JSPI.2003.09.040zbMath1083.62048OpenAlexW2063953605MaRDI QIDQ1763447

Michael D. Perlman, Sanjay Chaudhuri

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

zbMATH Keywords

Maximum likelihood estimatorBiasOrder-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)

Related Items (7)

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

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