An appraisal of some aspects of statistical inference under inequality constraints

DOI10.1016/S0378-3758(02)00242-2zbMath1030.62023OpenAlexW1994760059MaRDI QIDQ1866184

Mervyn J. Silvapullé, Pranab Kumar Sen

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00242-2

zbMATH Keywords

stochastic orderorder restricted inferencemultiple testingisotonic regressionchi-bar squared distributionunion-intersection principle

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Related Items

One-Sided Tests in Linear Models with Multivariatet-Distribution, Estimation with overidentifying inequality moment conditions, Two-Sample Test Against One-Sided Alternatives, The limiting behavior of isotonic and convex regression estimators when the model is misspecified, A Nonparametric Test for the Ordered Alternative Based on Kendall's Correlation Coefficient, Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data, Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints., Bayesian comparison of models with inequality and equality constraints, Wald type and phi-divergence based test-statistics for isotonic binomial proportions, One-sided tests in shared frailty models, Enhanced one-sided confidence regions for a multivariate location parameter, Local Influence Under Parameter Constraints, Restricted methods in symmetrical linear regression models, The restricted EM algorithm under inequality restrictions on the parameters, Interval Estimation for Log-Linear Models with One Variable Subject to Non-Ignorable Non-Response, Restricted Likelihood Ratio Lack-of-Fit Tests Using Mixed Spline Models, Generalized score test of homogeneity for mixed effects models, EXACTP-VALUES FOR DISCRETE MODELS OBTAINED BY ESTIMATION AND MAXIMIZATION, Non-Parametric Small Area Estimation Using Penalized Spline Regression, The Bayes factor for inequality and about equality constrained models, Tests against inequality constraints in semiparametric models

Uses Software

• AS 225
• bootstrap

Cites Work

• Union-Intersection Rank Tests for Ordered Alternatives in ANOCOVA
• Flexible Functional Forms and Global Curvature Conditions
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• A stagewise rejective multiple test procedure based on a modified Bonferroni test
• Estimation of the survival function with increasing failure rate based on left truncated and right censored data
• The Survival Curve with Decreasing Density
• Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
• A sharper Bonferroni procedure for multiple tests of significance
• A comparison of two modified Bonferroni procedures
• Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
• Conditional Likelihood Ratio Test for a Nonnegative Normal Mean Vector
• Isotonic Window Estimators of the Baseline Hazard Function in Cox's Regression Model Under Order Restriction
• A test of a multivariate normal mean with composite hypotheses determined by linear inequalities
• Maximum likelihood estimation of a distribution function with increasing failure rate based on censored observations
• Towards a unified definition of maximum likelihood
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Maximum likelihood estimation of the survival function based on censored data under hazard rate assumptions
• Multiparameter Hypothesis Testing and Acceptance Sampling
• Tests for Independence in Two-Way Contingency Tables Based on Canonical Analysis
• Robust tests of inequality constraints and one-sided hypotheses in the linear model
• Testing Hypotheses About an Identified Treatment When There are Multiple Endpoints
• Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model
• Preliminary Test Isotonic M-Estimation in Some Multivariate Linear Models
• Nonparametric Testing Under Progressive Censoring^*
• Calibrating the Excess Mass and Dip Tests of Modality
• Estimation of the Quantile Function of an IFRA Distribution
• P Values Maximized Over a Confidence Set for the Nuisance Parameter
• Uniformly More Powerful Tests in a One-Sided Multivariate Problem
• Locally optimal one-sided tests for multiparameter hypotheses
• Is the Simes improved Bonferroni procedure conservative?
• A Likelihood Ratio Test Against Stochastic Ordering in Several Populations
• Estimation of Survival Functions Under Uniform Stochastic Ordering
• A Test in the Presence of Nuisance Parameters
• Variational Analysis
• The Simes Method for Multiple Hypothesis Testing With Positively Dependent Test Statistics
• Goodness-of-fit test for uniform stochastic ordering among several distributions
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
• An improved Bonferroni procedure for multiple tests of significance
• Algorithm AS 225: Minimizing Linear Inequality Constrained Mahalanobis Distances
• Uniformly More Powerful Tests for Hypotheses Concerning Linear Inequalities and Normal Means
• Maximum likelihood estimation of un1modal and decreasing densities based on arbitrarily right-censored data
• REML Estimation of Covariance Matrices with Restricted Parameter Spaces
• A Score Test Against One-Sided Alternatives
• On Tests Against One-Sided Hypotheses in Some Generalized Linear Models
• Order-Restricted Inferences in Linear Regression
• Variance Components Testing in the Longitudinal Mixed Effects Model
• On Assessing Multiple Equivalences with Reference to Bioequivalence
• The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
• Maximum Likelihood Estimation for Distributions with Monotone Failure Rate
• One-Sided Testing Problems in Multivariate Analysis
• Maximum Likelihood Estimation of a Unimodal Density Function
• On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
• Estimation for Distributions with Monotone Failure Rate
• Maximum Likelihood Estimation of a Unimodal Density, II
• Efficient Utilization of Non-Numerical Information in Quantitative Analysis General Theory and the Case of Simple Order
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• On the Distribution of the Likelihood Ratio
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inadmissibility of Studentized tests for normal order restricted models
• Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs
• Constructing all smallest simultaneous confidence sets in a given class, with applications to MANOVA
• Large sample properties of two tests for independent joint action of two drugs
• On tests for qualitative interactions
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Constrained canonical correlation
• Imposing curvature restrictions on flexible functional forms
• The dip test of unimodality
• Modified Lagrange multiplier tests for problems with one-sided alternatives
• Asymptotically minimax estimators for distributions with increasing failure rate
• Estimation of a unimodal distribution function
• Tests uniformly more powerful than uniformly most powerful monotone tests
• Isotonic M-estimation of location: Union-intersection principle and preliminary test versions
• A note on testing two-dimensional normal mean
• Order restricted estimation of distributions with censored data
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Asymptotic optimality of nonparametric tests for restricted alternatives in some multivariate mixed models
• On consistency of the monotone MLE of survival for left truncated and interval-censored data
• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Statistical inference for uniform stochastic ordering in several populations
• Is the minimum of several location parameters positive?
• Admissibility of unbiased tests for a composite hypothesis with a restricted alternative
• On minimum distance estimators for unimodal densities
• Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model
• On the power superiority of likelihood ratio tests for restricted alternatives
• Asymptotic properties of statistical estimators in stochastic programming
• Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix
• On smooth estimation of mean residual life
• One-sided test for the equality of two covariance matrices
• An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction
• Tests of ordered hypotheses in linkage in heredity
• Restricted canonical correlations
• Estimating and testing generalized linear models under inequality restrictions
• Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
• Restricted alternative test in a parametric model with competing risk data
• Asymptotic theory for nonparametric estimation of survival curves under order restrictions
• Generalization of likelihood ratio tests under nonstandard conditions
• Robust bounded influence tests against one-sided hypoptheses in general parametric models
• Estimation of unimodal densities without smoothness assumptions
• On order restricted inference in some mixed linear models
• Projections on cones, chi-bar squared distributions, and Weyl's formula
• Weights of \(\overline{\chi}^2\) distribution for smooth or piecewise smooth cone alternatives
• The emperor's new tests. (With comments and a rejoinder).
• Bioequivalence trials, intersection-union tests and equivalence confidence sets. With comments and a rejoinder by the authors
• Estimating a monotone density from censored observations
• Projected tests for order restricted alternatives
• Some probability inequalities for ordered MTP\(_2\) random variables: a proof of the Simes conjecture
• Asymptotics of least-squares estimators for constrained nonlinear regression
• Empirical likelihood ratio test for or against a set of inequality constraints.
• Multiple comparisons in interim analysis.
• Some remarks on Simes-type multiple tests of significance.
• Testing exponentiality versus a trend change in mean residual life
• Estimation of a monotone mean residual life.
• On the asymptotics of constrained local \(M\)-estimators.
• The analysis of contingency tables under inequality constraints
• The one-way layout with ordered parameters: a survey of advances since 1988
• A class of conditional tests for a multivariate one-sided alternative
• Tests against inequality constraints in semiparametric models
• Uniformly more powerful, one-sided tests for hypotheses about linear inequalities
• On the asymptotics of constrained \(M\)-estimation
• Finite-sample confidence envelopes for shape-restricted densities
• A generalization of the Wishart distribution
• A minimax optimal estimator for continuous monotone densities
• Extensions of multiple testing procedures based on Simes' test
• A Hotelling's \(T^ 2\)-type statistic for testing against one-sided hypotheses
• Asymptotic distribution of restricted canonical correlations and relevant resampling methods
• Isotonic estimation and rates of convergence in Wicksell's problem
• On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
• On the measurability and consistency of maximum likelihood estimates for unimodal densities
• Subhypotheses testing against restricted alternatives for the Cox regression model
• UI score tests for some restricted alternatives in exponential families
• On Preliminary Test Isotonic M-Estimation of Multivariate Location Parameters
• One-Sided Significance Tests for Generalized Linear Models under Dichotomous Response
• Testing Whether an Identified Treatment Is Best
• Union-intersection rank tests for ordered alternatives in a complete block design
• Step-Down Procedure in Multivariate Analysis
• The Lagrangian Multiplier Test
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Union-intersection rank tests for ordered alternatives in some simple linear models
• Testing Hypotheses Concerning Unions of Linear Subspaces
• A Fortran subroutine for computing normal orthant probabilities of dimensions up to nine
• Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
• Nonparametric testing against restricted alternatives under progessive censoring
• Wald Criteria for Jointly Testing Equality and Inequality Restrictions
• Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints