A multivariate generalization of isotonic regression is given enabling the study of statistical inference for ordered vector-valued parameters or sets of ordered parameters, including multivariate extensions of Bartholomew's . xk2 and Ek2.. An iterative algorithm for computing multivariate isotonic regression is proposed and studied.
All Science Journal Classification (ASJC) codes
- Statistics, Probability and Uncertainty
- Applied Mathematics
- Statistics and Probability
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)