Parameter estimation in linear models with heteroscedastic variances subject to order restrictions

DOI10.1006/jmva.2001.2010zbMath1010.62043OpenAlexW2054223353MaRDI QIDQ697470

Carol Hoferkamp, Shyamal Das Peddada

Publication date: 17 September 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2010

zbMATH Keywords

maximum likelihood estimationfixed effectsisotonic regressionmixed effectsheteroscedastic errorssimple order restrictions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (4)

Accounting for uncertainty in heteroscedasticity in nonlinear regression ⋮ 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 ⋮ Counting and locating the solutions of polynomial systems of maximum likelihood equations. I.

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