ISOTONIC REGRESSION IN TWO INDEPENDENT VARIABLES UNDER UMBRELLA ORDERINGS

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概要

• 論文の詳細を見る

• This paper proposes two FORTRAN algorithms, namely UMBR and UUMBR, for computing isotonic regression in two independent variables under an umbrella order for the peak of the umbrella being known and unknown respectively. They extend Geng and Shi (1990)'s algorithm AS 257, which only considered the one-dimensional case; and they also generalize Bril et al. (1984)'s algorithm AS 206, which only studied the two-dimensional simple order. The two algorithms presented here can be also used to compute the maximum likelihood estimator of normal means under two-dimensional umbrella order restrictions.

• 日本計算機統計学会の論文

著者

• Geng Zhi

  Department Of Probability And Statistics Peking University

• Shi Ning-Zhong

  Department of Mathmatics, Northeast Normal University

• Shi Ning-zhong

  Department Of Mathematics Kyushu University

• Shi Ning-zhong

  Department Of Mathmatics Northeast Normal University

関連論文

• ISOTONIC REGRESSION IN TWO INDEPENDENT VARIABLES UNDER UMBRELLA ORDERINGS
• BAYESIAN SEQUENTIAL LEARNING FROM INCOMPLETE DATA ON DECOMPOSABLE GRAPHICAL MODELS
• The most stringent somewhere most powerful one sided test of the multivariate normal mean

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