Isotonic M-estimation of location: Union-intersection principle and preliminary test versions
type: Item
instance of: scholarly article
title: Isotonic M-estimation of location: Union-intersection principle and preliminary test versions
zbMATH Open document ID: 0649.62033
DOI: 10.1016/0047-259X(88)90132-7
author: Azza R. Karmous
author: Pranab K. Sen
published in: Journal of Multivariate Analysis
publication date: 1988-01-01T00:00:00Z
review text: In a k (\(\geq 2)\) sample model, isotonic estimators of locations \(\theta_ 1,...,\theta_ k\) take into consideration the prior restraint that \(\theta_ 1\leq...\leq \theta_ k\). Though these estimators are appealing, they are generally biased. The union-intersection (UI-) principle and the theory of M-estimation of location are incorporated in the formulation of some robust, preliminary test, isotonic (M-) estimators of locations. Associated distribution theory of the test statistic and estimator is studied in a systematic manner.
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G99
zbMATH DE Number: 4060532
zbMATH Keywords: ordered alternatives
zbMATH Keywords: orthant alternatives
zbMATH Keywords: M-test
zbMATH Keywords: preliminary test estimator. isotonic estimators of locations
zbMATH Keywords: union-intersection (UI-) principle
zbMATH Keywords: M-estimation of location
MaRDI profile type: Publication
cites work: Q5658961
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description: scientific article; zbMATH DE number 4060532