A convergent algorithm for a generalized multivariate isotonic regression problem

DOI10.1007/S00362-010-0317-6MaRDI QIDQ434405zbMATH OpenOpenAlexFDO

Authors 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

projectionleast squares solutionpartial orderDykstra's algorithmmultivariate isotonic regression

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(10)

• Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions
• An algorithm for a pseudo RMLE under simple tree multivariate order restriction
• Maximum likelihood estimation for ordered expectations of correlated binary variables
• A multivariate version of isotonic regression
• On Integrated L¹ Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations
• On the computation and some applications of multivariate isotonic regression
• An algorithm for computing multivariate isotonic regression
• Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation
• Active set algorithms for isotonic regression; a unifying framework
• A pseudo restricted MLE under multivariate order restrictions and its algorithm

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