Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two
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Publication:4432901
DOI10.1080/0094965021000044420zbMath1031.62046MaRDI QIDQ4432901
Syoichi Sasabuchi, Hitoshi Oda, Takashi Miura
Publication date: 4 March 2004
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0094965021000044420
tables; likelihood ratio test; Monte Carlo simulation; maximum likelihood estimator; multivariate normal distribution; order restrictions; multivariate isotonic regression
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