Variance estimation for tree-order restricted models

DOI10.1080/02331888.2013.800068MaRDI QIDQ2934847zbMATHOpenAlexFDO

Authors Antar Bandyopadhyay, Sanjay Chaudhuri

Publication date 22 December 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.3570

zbMATH Keywords

variance estimationmaximum-likelihood estimationorder-restricted inferencetree-order restriction

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

Abstract: In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of populations tends to infinity. We consider several cases of various orders of the sample sizes and show that the maximum likelihood estimator of the variance may or may not be consistent or be asymptotically normal.

Recommendations

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

• Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
• Confidence interval estimation subject to order restrictions
• Consistent Estimates Based on Partially Consistent Observations
• Consistent estimation of the minimum normal mean under the tree-order restriction
• 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

Cited in

(5)

• Estimation of parameters in the tree order restriction by a randomized decision
• Bounds on variances of estimators for multinomial processing tree models
• 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
• Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model

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