A convergent algorithm for a generalized multivariate isotonic regression problem

DOI10.1007/s00362-010-0317-6zbMath1442.62172OpenAlexW2055390320MaRDI QIDQ434405

Jürgen Hansohm, Xiaomi Hu

Publication date: 10 July 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-010-0317-6

zbMATH Keywords

projectionpartial orderleast squares solutionDykstra's algorithmmultivariate isotonic regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30) Linear inference, regression (62J99) Total orders (06A05)

Related Items (5)

Maximum likelihood estimation for ordered expectations of correlated binary variables ⋮ A pseudo restricted MLE under multivariate order restrictions and its algorithm ⋮ An algorithm for a pseudo RMLE under simple tree multivariate order restriction ⋮ Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions ⋮ Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation

Cites Work

• Minimizing integrals in certain classes of monotone functions
• Merge and chop in the computation for isotonic regressions
• On the computation and some applications of multivariate isotonic regression
• An algorithm for computing multivariate isotonic regression
• Algorithms and error estimations for monotone regression on partially preordered sets
• Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two
• A Convergence Analysis of Dykstra's Algorithm for Polyhedral Sets
• A multivariate version of isotonic regression

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