Consistent estimation of the minimum normal mean under the tree-order restriction

DOI10.1016/J.JSPI.2007.03.014MaRDI QIDQ2382852zbMATH OpenOpenAlexFDO

Authors Michael D. Perlman, Sanjay Chaudhuri

Publication date 4 October 2007

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.2007.03.014

zbMATH Keywords

Cohen-Sackrowitz estimatorConsistencyMaximum likelihood estimatorMinimum meanNormal distributionsSlepian's inequalityTree-order model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30)

Recommendations

• Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
• Variance estimation for tree-order restricted models
• Maximum likelihood estimation of ratios of means and standard deviations from normal populations under tree-order restrictions
• Estimation of normal means in the tree order model by the weighting methods
• Maximum likelihood estimation of ratios of means and standard deviations from normal populations under tree-order restrictions

Cites work

• Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
• Confidence interval estimation subject to order restrictions
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Consistent Estimates Based on Partially Consistent Observations
• Constrained Statistical Inference
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Inference for the model of several treatments and a control
• On the bias and mean-square error of order-restricted maximum likelihood estimators
• Quadratic loss of order restricted estimators for treatment means with a control
• The Loss of Efficiency Estimating Linear Functions under Restrictions

Cited in

(8)

• On the bias and mean-square error of order-restricted maximum likelihood estimators
• A normal hierarchical model and minimum contrast estimation for random intervals
• Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
• Variance estimation for tree-order restricted models
• The role of reversals in order-restricted inference
• Estimation of normal means in the tree order model by the weighting methods
• Estimation of parameters in the tree order restriction by a randomized decision
• Testing against tree ordered alternatives in one-way ANOVA

This page was built for publication: Consistent estimation of the minimum normal mean under the tree-order restriction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2382852)