ISOTONIC REGRESSION IN TWO INDEPENDENT VARIABLES UNDER UMBRELLA ORDERINGS

  • Geng Zhi
    Department of Probability and Statistics, Peking University
  • Shi Ning-Zhong
    Department of Mathmatics, Northeast Normal University

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Abstract

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.

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Details

  • CRID
    1573387451721440768
  • NII Article ID
    110001235585
  • NII Book ID
    AA10823693
  • ISSN
    09152350
  • Text Lang
    en
  • Data Source
    • CiNii Articles

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