Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two

DOI10.1080/0094965021000044420zbMath1031.62046OpenAlexW2049528860MaRDI QIDQ4432901

Syoichi Sasabuchi, Hitoshi Oda, Takashi Miura

Publication date: 4 March 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965021000044420

zbMATH Keywords

tableslikelihood ratio testMonte Carlo simulationmaximum likelihood estimatormultivariate normal distributionorder restrictionsmultivariate isotonic regression

Mathematics Subject Classification ID

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

Related Items (3)

On the conditional test of order restricted multivariate normal mean vectors: simulation study and application ⋮ A convergent algorithm for a generalized multivariate isotonic regression problem ⋮ On the computation and some applications of multivariate isotonic regression

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