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

Volumn 73, Issue 9, 2003, Pages 619-641

  Sasabuchi, Shoichi ^a   Miura, Takashi ^b   Oda, Hitoshi ^c  

^a KYUSHU UNIVERSITY   (Japan)

^b Miyoshi Seiryo High School   (Japan)

^c NEC CORPORATION   (Japan)

Author keywords

Likelihood ratio test; Maximum likelihood estimator; Monte Carlo simulation; Multivariate isotonic regression; Multivariate normal distribution; Order restriction

Indexed keywords

EID: 0041417512     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965021000044420     Document Type: Article

References (10)

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3. Kudô, A. (1963). A multivariate analogue of the one-sided test. Biometrika, 50, 403-417.
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6. Nomakuchi, K. and Shi, N.-Z. (1988). A test for a multiple isotonic regression problem. Biometrika, 75, 181-184.
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9. Sasabuchi, S., Inutsuka, M. and Kulatunga, D. D. S. (1992). An algorithm for computing multivariate isotonic regression, Hiroshima Math. J., 22, 551-560.
10. rffrt Sasabuchi, S., Kulatunga, D. D. S. and Saito, H. (1998). Comparison of powers of some tests for testing homogeneity under order restrictions in multivariate normal means. Amer. J. Math. Management Sci., 18, 131-158.