A pseudo restricted MLE under multivariate order restrictions and its algorithm

No Thumbnail Available
Issue Date
2018-12-21
Authors
Hu, Xiaomi
Advisor
Citation

Xiaomi Hu (2018) A pseudo restricted MLE under multivariate order restrictions and its algorithm, Communications in Statistics - Theory and Methods

Abstract

It 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.

Table of Content
Description
Click on the DOI link to access the article (may not be free).
publication.page.dc.relation.uri