Maximum likelihood estimation of isotonic normal means with unknown variances

DOI10.1006/jmva.1997.1717zbMath0895.62057OpenAlexW2052796123MaRDI QIDQ1383920

Hua Jiang, Ning-Zhong Shi

Publication date: 20 September 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1717

zbMATH Keywords

normal meanspartial orderisotonic regressionrestricted maximum likelihood estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (14)

Stepwise procedures for the identification of minimum effective dose with unknown variances ⋮ Estimation of means of multivariate normal populations with order restriction ⋮ Isotonic regression for metallic microstructure data: estimation and testing under order restrictions ⋮ Efficient computational algorithm for optimal allocation in regression models ⋮ Robust partially linear trend filtering for regression estimation and structure discovery ⋮ Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity ⋮ Testing for ordered alternatives in heteroscedastic ANOVA under normality ⋮ Constrained fuzzy evidential multivariate model identified by EM algorithm: a soft sensor to monitoring imprecise and uncertain process parameters ⋮ 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 ordered scale parameters of two exponential distributions with a common guarantee time ⋮ On algorithms for restricted maximum likelihood estimation ⋮ Parameter estimation in linear models with heteroscedastic variances subject to order restrictions ⋮ A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm

Uses Software

• AS 149

Cites Work

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• Quadratic loss of order restricted estimators for treatment means with a control
• Confidence interval estimation subject to order restrictions
• Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions
• Algorithm AS 149: Amalgamation of Means in the Case of Simple Ordering
• Conditional Expectation Given A $\sigma$-Lattice and Applications

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