A pseudo restricted MLE under multivariate order restrictions and its algorithm

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Authors
Hu, Xiaomi
Advisors
Issue Date
2018-12-21
Type
Article
Keywords
Algorithm , Matrix projection , Multivariate normal distribution , Multivariate order , Restricted MLE
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Journal Issue
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.

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Publisher
Taylor & Francis
Journal
Book Title
Series
Communications in Statistics-Theory and Methods;v.47
PubMed ID
DOI
ISSN
0361-0926
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