Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions

DOI10.1006/jmva.1994.1043zbMath0798.62031OpenAlexW2060382443MaRDI QIDQ1333202

Ning-Zhong Shi

Publication date: 17 October 1994

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

Full work available at URL: https://doi.org/10.1006/jmva.1994.1043

zbMATH Keywords

algorithmiteration methodpartial ordernormal populationsisotonic regressionorder restrictionsrestricted maximum likelihood estimationunknown meansunknown variances

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items

Maximum likelihood estimation of isotonic normal means with unknown variances ⋮ Isotonic regression for metallic microstructure data: estimation and testing under order restrictions ⋮ Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity ⋮ Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering ⋮ Improved estimators for the common means of two normal distributions with ordered variances ⋮ Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data ⋮ An alternating iterative method and its application in statistical inference ⋮ Estimation of two ordered normal means under modified Pitman nearness criterion ⋮ On algorithms for restricted maximum likelihood estimation ⋮ Parameter estimation in linear models with heteroscedastic variances subject to order restrictions ⋮ The restricted EM algorithm under inequality restrictions on the parameters ⋮ The one-way layout with ordered parameters: a survey of advances since 1988