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A pseudo restricted MLE under multivariate order restrictions and its algorithm

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  • Xiaomi Hu

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.

Suggested Citation

  • Xiaomi Hu, 2020. "A pseudo restricted MLE under multivariate order restrictions and its algorithm," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(1), pages 169-177, January.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:1:p:169-177
    DOI: 10.1080/03610926.2018.1535072
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    Cited by:

    1. Asfha, Huruy & Hu, Xiaomi, 2023. "An algorithm for a pseudo RMLE under simple tree multivariate order restriction," Statistics & Probability Letters, Elsevier, vol. 202(C).

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