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

研究成果: ジャーナルへの寄稿学術誌査読

5 被引用数 (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.

本文言語英語
ページ(範囲)619-641
ページ数23
ジャーナルJournal of Statistical Computation and Simulation
73
9
DOI
出版ステータス出版済み - 9月 1 2003

!!!All Science Journal Classification (ASJC) codes

  • 統計学および確率
  • モデリングとシミュレーション
  • 統計学、確率および不確実性
  • 応用数学

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