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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抄録

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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詳細情報 詳細情報について

  • CRID
    1573387451721440768
  • NII論文ID
    110001235585
  • NII書誌ID
    AA10823693
  • ISSN
    09152350
  • 本文言語コード
    en
  • データソース種別
    • CiNii Articles

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