A pseudo restricted MLE under multivariate order restrictions and its algorithm

DOI10.1080/03610926.2018.1535072OpenAlexW2906540294WikidataQ128696086 ScholiaQ128696086MaRDI QIDQ5085568

Xiaomi Hu

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1535072

zbMATH Keywords

algorithmmultivariate normal distributionrestricted MLEmatrix projectionmultivariate order

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Related Items (2)

Stochastic monotonicity of a distribution family associated with matrix projections and its application ⋮ An algorithm for a pseudo RMLE under simple tree multivariate order restriction

Cites Work

• On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions
• A convergent algorithm for a generalized multivariate isotonic regression problem
• On the convergence of row-modification algorithm for matrix projections
• An algorithm for computing multivariate isotonic regression
• Cone order association and stochastic cone ordering with applications to order-restricted testing
• Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown
• The power of the circular cone test: A noncentral chi-bar-squared distribution
• A circular‐cone test for testing homogeneity against a simple tree order
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