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An algorithm for a pseudo RMLE under simple tree multivariate order restriction

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  • Asfha, Huruy
  • Hu, Xiaomi

Abstract

For simple tree multivariate order restriction, this paper defines a closed convex set inside the order restricted cone, and develops an algorithm for matrix projections onto this set. For the mean matrix in one-way MANOVA, the order restricted MLE (RMLE) is the projection of MLE onto the order restricted cone. It is proposed to use the projection onto this subset of the cone as a pseudo RMLE due to the simplicity of the computation and its good properties.

Suggested Citation

  • Asfha, Huruy & Hu, Xiaomi, 2023. "An algorithm for a pseudo RMLE under simple tree multivariate order restriction," Statistics & Probability Letters, Elsevier, vol. 202(C).
    • Handle: RePEc:eee:stapro:v:202:y:2023:i:c:s0167715223001293
    DOI: 10.1016/j.spl.2023.109905
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    References listed on IDEAS

    as
    1. 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.
    2. Hu, Xiaomi & Banerjee, Arijit, 2012. "On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 64-70.
    3. Jürgen Hansohm & Xiaomi Hu, 2012. "A convergent algorithm for a generalized multivariate isotonic regression problem," Statistical Papers, Springer, vol. 53(1), pages 107-115, February.
    4. Hu, Xiaomi & Hansohm, Jürgen & Hoffmann, Linda & Zohner, Ye Emma, 2012. "On the convergence of row-modification algorithm for matrix projections," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 216-221.
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