Estimation of order-restricted means from correlated data

Shyamal D. Peddada, David B. Dunson and Xiaofeng Tan

Biometrika, 2005, vol. 92, issue 3, 703-715

Abstract: In many applications, researchers are interested in estimating the mean of a multivariate normal random vector whose components are subject to order restrictions. Various authors have demonstrated that the likelihood-based methodology may perform poorly under certain conditions for such problems. The problem is much harder when the underlying covariance matrix is nondiagonal. In this paper a simple iterative algorithm is introduced that can be used for estimating the mean of a multivariate normal population when the components are subject to any order restriction. The proposed methodology is illustrated through an application to human reproductive hormone data. Copyright 2005, Oxford University Press.

Date: 2005
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