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

DOI10.1016/J.SPL.2023.109905MaRDI QIDQ6137836zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3441150 (Why is no real title available?)
• A circular‐cone test for testing homogeneity against a simple tree order
• A convergent algorithm for a generalized multivariate isotonic regression problem
• A pseudo restricted MLE under multivariate order restrictions and its algorithm
• An algorithm for computing multivariate isotonic regression
• An algorithm for least squares projections onto the intersection of translated, convex cones
• Cone order association and stochastic cone ordering with applications to order-restricted testing
• Constrained Statistical Inference
• Merge and chop in the computation for isotonic regressions
• On the convergence of row-modification algorithm for matrix projections
• On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions
• 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

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