Estimation of order-restricted means from correlated data
Publication
, Journal Article
Peddada, SD; Dunson, DB; Tan, X
Published in: Biometrika
September 1, 2005
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. © 2005 Biometrika Trust.
Duke Scholars
Published In
Biometrika
DOI
ISSN
0006-3444
Publication Date
September 1, 2005
Volume
92
Issue
3
Start / End Page
703 / 715
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Peddada, S. D., Dunson, D. B., & Tan, X. (2005). Estimation of order-restricted means from correlated data. Biometrika, 92(3), 703–715. https://doi.org/10.1093/biomet/92.3.703
Peddada, S. D., D. B. Dunson, and X. Tan. “Estimation of order-restricted means from correlated data.” Biometrika 92, no. 3 (September 1, 2005): 703–15. https://doi.org/10.1093/biomet/92.3.703.
Peddada SD, Dunson DB, Tan X. Estimation of order-restricted means from correlated data. Biometrika. 2005 Sep 1;92(3):703–15.
Peddada, S. D., et al. “Estimation of order-restricted means from correlated data.” Biometrika, vol. 92, no. 3, Sept. 2005, pp. 703–15. Scopus, doi:10.1093/biomet/92.3.703.
Peddada SD, Dunson DB, Tan X. Estimation of order-restricted means from correlated data. Biometrika. 2005 Sep 1;92(3):703–715.
Published In
Biometrika
DOI
ISSN
0006-3444
Publication Date
September 1, 2005
Volume
92
Issue
3
Start / End Page
703 / 715
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics