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dc.contributor.authorHu, Xiaomi
dc.identifier.citationXiaomi Hu (2018) A pseudo restricted MLE under multivariate order restrictions and its algorithm, Communications in Statistics - Theory and Methodsen_US
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractIt is shown in this paper that a quasi order for the vectors in Rp is a cone induced if and only if the order is preservable under limits and under linear combinations with non-negative coefficients. For the mean vectors in MANOVA subject to the restriction of simple ordering, a pseudo restricted MLE is proposed. This estimator is a matrix projection onto a closed convex set inside the restricted domain. An algorithm for the pseudo restricted MLE is developed, that computes the matrix projections using only vector projections.en_US
dc.publisherTaylor & Francisen_US
dc.relation.ispartofseriesCommunications in Statistics-Theory and Methods;v.47
dc.subjectMatrix projectionen_US
dc.subjectMultivariate normal distributionen_US
dc.subjectMultivariate orderen_US
dc.subjectRestricted MLEen_US
dc.titleA pseudo restricted MLE under multivariate order restrictions and its algorithmen_US
dc.rights.holder© 2018 Rights managed by Taylor & Francisen_US

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