Estimation of means of multivariate normal populations with order restriction

DOI10.1016/J.JMVA.2009.10.002MaRDI QIDQ847415zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

isotonic regressionmultivariate normal meangraybill-deal estimatororder restrict

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2217638
• Estimation of means of three multivariate normal populations with simple order restriction based on the covariance matrices of unknown
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Cites work

• scientific article; zbMATH DE number 3675121 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• A note on the common mean of two normal populations with order restricted variances
• Confidence regions for the common mean vector of several multivariate normal populations
• Estimating covariance matrices
• Estimation of two order restricted normal means with unknown and possibly unequal variances
• Maximum likelihood estimation of isotonic normal means with unknown variances
• On estimating a common multivariate normal mean vector
• On estimation of the common mean of k\;( 2) normal populations with order restricted variances
• Stochastic reduction of loss in estimating normal means by isotonic regression
• The quadratic loss of isotonic regression under normality

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
• scientific article; zbMATH DE number 5571228 (Why is no real title available?)
• 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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