Estimation of means of multivariate normal populations with order restriction

DOI10.1016/J.JMVA.2009.10.002zbMath1181.62084OpenAlexW1997706218MaRDI QIDQ847415

Song-Gui Wang, Tie-Feng Ma

Publication date: 12 February 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.10.002

zbMATH Keywords

isotonic regressionmultivariate normal meangraybill-deal estimatororder restrict

Mathematics Subject Classification ID

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

Related Items (2)

Estimation of order-restricted means of two normal populations under the LINEX loss function ⋮ Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions

Cites Work

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• On estimating a common multivariate normal mean vector
• Stochastic reduction of loss in estimating normal means by isotonic regression
• The quadratic loss of isotonic regression under normality
• Estimating covariance matrices
• On estimation of the common mean of \(k\;(\geq 2)\) normal populations with order restricted variances
• Maximum likelihood estimation of isotonic normal means with unknown variances
• Estimation of two order restricted normal means with unknown and possibly unequal variances
• A note on the common mean of two normal populations with order restricted variances
• Confidence regions for the common mean vector of several multivariate normal populations

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