Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two

DOI10.1080/0094965021000044420MaRDI QIDQ4432901zbMATH OpenOpenAlexFDO

Authors Syoichi Sasabuchi, Takashi Miura, Hitoshi Oda

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

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatorMonte Carlo simulationmultivariate isotonic regressionmultivariate normal distributionorder restrictionstables

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(10)

• On the computation and some applications of multivariate isotonic regression
• Testing homogeneity of order-restricted means
• On an ad hoc test for order restricted multivariate normal means
• Upper Bound forp-Value of the Test of Multivariate Normal Ordered Mean Vectors Against all Alternatives
• Estimation of order-restricted means from correlated data
• A convergent algorithm for a generalized multivariate isotonic regression problem
• On the conditional test of order restricted multivariate normal mean vectors: simulation study and application
• scientific article; zbMATH DE number 2217638 (Why is no real title available?)
• An algorithm for a pseudo RMLE under simple tree multivariate order restriction
• Estimation of means of multivariate normal populations with order restriction

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