An algorithm for a pseudo RMLE under simple tree multivariate order restriction

DOI10.1016/J.SPL.2023.109905zbMATH Open1518.62005OpenAlexW4384701712MaRDI QIDQ6137836FDOQ6137836

Authors: Huruy Debessay Asfha, Xiaomi Hu 

Publication date: 4 September 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109905

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zbMATH Keywords

closed convex conematrix projectionclosed convex setpseudo RMLEsimple tree multivariate ordering

Mathematics Subject Classification ID

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

Cites Work

• Constrained Statistical Inference
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• An algorithm for computing multivariate isotonic regression
• Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown
• 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
• Merge and chop in the computation for isotonic regressions
• The power of the circular cone test: A noncentral chi-bar-squared distribution
• Cone order association and stochastic cone ordering with applications to order-restricted testing
• On the convergence of row-modification algorithm for matrix projections
• An algorithm for least squares projections onto the intersection of translated, convex cones
• A circular‐cone test for testing homogeneity against a simple tree order
• A pseudo restricted MLE under multivariate order restrictions and its algorithm

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