Estimation of means of multivariate normal populations with order restriction

DOI10.1016/J.JMVA.2009.10.002zbMATH Open1181.62084OpenAlexW1997706218MaRDI QIDQ847415FDOQ847415

Authors: Songgui Wang, Tiefeng Ma 

Publication date: 12 February 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.10.002

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• Estimation of means of three multivariate normal populations with simple order restriction based on the covariance matrices of unknown
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• Testing order restrictions on several multivariate normal mean vectors
• Estimation of two order restricted normal means with unknown and possibly unequal variances

zbMATH Keywords

isotonic regressionmultivariate normal meangraybill-deal estimatororder restrict

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The quadratic loss of isotonic regression under normality
• Estimating covariance matrices
• Stochastic reduction of loss in estimating normal means by isotonic regression
• Estimation of two order restricted normal means with unknown and possibly unequal variances
• Maximum likelihood estimation of isotonic normal means with unknown variances
• On estimation of the common mean of \(k\;(\geq 2)\) normal populations with order restricted variances
• Title not available (Why is that?)
• A note on the common mean of two normal populations with order restricted variances
• On estimating a common multivariate normal mean vector
• Confidence regions for the common mean vector of several multivariate normal populations

Cited In (9)

• Estimation of two order restricted normal means with unknown and possibly unequal variances
• Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two
• Estimation of order-restricted means from correlated data
• Estimation of order restricted standard deviations of normal populations with a common mean
• Title not available (Why is that?)
• Estimation of means of three multivariate normal populations with simple order restriction based on the covariance matrices of unknown
• Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions
• Estimation of order-restricted means of two normal populations under the LINEX loss function
• Stochastic reduction of loss in estimating normal means by isotonic regression

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