2003年9月
Estimation and test of several multivariate normal means under an order restriction when the dimension is larger than two
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
- ,
- ,
- 巻
- 73
- 号
- 9
- 開始ページ
- 619
- 終了ページ
- 641
- 記述言語
- 英語
- 掲載種別
- DOI
- 10.1080/0094965021000044420
- 出版者・発行元
- TAYLOR & FRANCIS LTD
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.
- リンク情報
- ID情報
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- DOI : 10.1080/0094965021000044420
- ISSN : 0094-9655
- Web of Science ID : WOS:000185003800001