Variance estimation for tree-order restricted models

DOI10.1080/02331888.2013.800068zbMATH Open1367.62080arXiv1202.3570OpenAlexW1980460854MaRDI QIDQ2934847FDOQ2934847

Antar Bandyopadhyay, Sanjay Chaudhuri

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

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.

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

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zbMATH Keywords

variance estimationmaximum-likelihood estimationorder-restricted inferencetree-order restriction

Mathematics Subject Classification ID

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

Cites Work

• Consistent Estimates Based on Partially Consistent Observations
• Confidence interval estimation subject to order restrictions
• Quadratic loss of order restricted estimators for treatment means with a control
• Inference for the model of several treatments and a control
• On the bias and mean-square error of order-restricted maximum likelihood estimators
• 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

Cited In (3)

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

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