On the bias and mean-square error of order-restricted maximum likelihood estimators
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Publication:1763447
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
Maximum likelihood estimatorBiasOrder-restricted inferenceBias-reducing adjustmentMean-square errorNonnegative orthantSimple orderTree order
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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