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記事

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
ページ(範囲)619-641
ページ数23
ジャーナルJournal of Statistical Computation and Simulation
73
発行部数9
DOI
出版物ステータス出版済み - 9 1 2003

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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.

研究成果: ジャーナルへの寄稿記事

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