# Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two

Shoichi Sasabuchi, Takashi Miura, Hitoshi Oda

4 引用 (Scopus)

### 抄録

Suppose that an order restriction is imposed among several p-variate normal mean vectors. We are interested in the problems of estimating these mean vectors and testing their homogeneity under this restriction. These problems are multivariate extensions of Bartholomew's (1959) ones. For the bivariate case, these problems have been studied by Sasabuchi et al. (1983) and (1998) and some others. In the present paper we examine the convergence of an iterative algorithm for computing the maximum likelihood estimator when p is larger than two, We also study some test procedures for testing homogeneity when p is larger than two.

元の言語 英語 619-641 23 Journal of Statistical Computation and Simulation 73 9 https://doi.org/10.1080/0094965021000044420 出版済み - 9 1 2003

### Fingerprint

Order Restriction
Multivariate Normal
Homogeneity
Testing
Maximum likelihood
Maximum Likelihood Estimator
Iterative Algorithm
Restriction
Computing
Maximum likelihood estimator

### All Science Journal Classification (ASJC) codes

• Statistics and Probability
• Modelling and Simulation
• Statistics, Probability and Uncertainty
• Applied Mathematics

### これを引用

Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two. / Sasabuchi, Shoichi; Miura, Takashi; Oda, Hitoshi.

：: Journal of Statistical Computation and Simulation, 巻 73, 番号 9, 01.09.2003, p. 619-641.

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