A pseudo restricted MLE under multivariate order restrictions and its algorithm

Xiaomi Hu

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 1, 169-177

Abstract: It is shown in this paper that a quasi order for the vectors in Rp is a cone induced if and only if the order is preservable under limits and under linear combinations with non-negative coefficients. For the mean vectors in MANOVA subject to the restriction of simple ordering, a pseudo restricted MLE is proposed. This estimator is a matrix projection onto a closed convex set inside the restricted domain. An algorithm for the pseudo restricted MLE is developed, that computes the matrix projections using only vector projections.

Date: 2020
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DOI: 10.1080/03610926.2018.1535072

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