An algorithm for a pseudo RMLE under simple tree multivariate order restriction

No Thumbnail Available
Authors
Asfha, Huruy Debessay
Hu, Xiaomi
Advisors
Issue Date
2023-07
Type
Article
Keywords
Closed convex cone , Closed convex set , Matrix projection , Pseudo RMLE , Simple tree multivariate ordering
Research Projects
Organizational Units
Journal Issue
Citation
Huruy Asfha, Xiaomi Hu. (2023). An algorithm for a pseudo RMLE under simple tree multivariate order restriction, Statistics & Probability Letters, Volume 202, article 109905.
Abstract

For simple tree multivariate order restriction, this paper defines a closed convex set inside the order restricted cone, and develops an algorithm for matrix projections onto this set. For the mean matrix in one-way MANOVA, the order restricted MLE (RMLE) is the projection of MLE onto the order restricted cone. It is proposed to use the projection onto this subset of the cone as a pseudo RMLE due to the simplicity of the computation and its good properties. © 2023 Elsevier B.V.

Table of Contents
Description
Clilck on the DOI link to access this article (may not be free)
Publisher
Elsevier Ltd
Journal
Book Title
Series
Statistics and Probability Letters
v. 202, art.109905
PubMed ID
DOI
ISSN
0167-7152
EISSN