A pseudo restricted maximum likelihood estimator under multivariate simple tree order restriction and an algorithm

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Authors
Asfha, Huruy Debessay
Advisors
Hu, Xiaomi
Issue Date
2021-07
Type
Dissertation
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Abstract

The minimum distance projection of a given matrix onto the order restricted cone in an appropriately defined inner product system, plays an important role in order restricted statistical inference since in many cases the restricted maximum likelihood estimator (RMLE) for a parameter matrix under an order restriction is the projection of the maximum likelihood estimator (MLE) without any restrictions onto the order restricted cone. The RMLE plays an important part in the maximum likelihood ratio tests. The computation for however is currently a great challenge to researchers. It is known that the order relation in is a multivariate order relation if and only if it is generated from a closed convex cone , called an order generating cone. The collection of all matrices whose columns satisfy the multivariate order restriction for all in a specified set {1,...,q} x {1,...,q} is a closed convex cone in called an order restricted cone. For created by multivariate simpletree order restriction and a given matrix , in this dissertation, a closed convex subset is defined. The projection of X onto this subset, , is studied. In addition, an algorithm for computing is proposed and proved. The proposed algorithm for only depends on projections of vectors onto the order generating cone. Thus, it converts the relatively difficult matrix projection problem to a much easier vector projection problems. It is also revealed that when q = 2, and if , . With all these good properties we could treat the projection onto as the approximation of the projection onto $C_{pxq}.

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Thesis (Ph.D.)-- Wichita State University, College of Liberal Arts and Sciences, Dept. of Mathematics, Statistics, and Physics
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Wichita State University
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