Math @ Duke
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Publications [#257941] of David B. Dunson
search arxiv.org.Papers Published
- Peddada, SD; Dunson, DB; Tan, X, Estimation of order-restricted means from correlated data,
Biometrika, vol. 92 no. 3
(September, 2005),
pp. 703-715, Oxford University Press (OUP) [doi]
(last updated on 2025/04/11)
Abstract: In many applications, researchers are interested in estimating the mean of a multivariate normal random vector whose components are subject to order restrictions. Various authors have demonstrated that the likelihood-based methodology may perform poorly under certain conditions for such problems. The problem is much harder when the underlying covariance matrix is nondiagonal. In this paper a simple iterative algorithm is introduced that can be used for estimating the mean of a multivariate normal population when the components are subject to any order restriction. The proposed methodology is illustrated through an application to human reproductive hormone data. © 2005 Biometrika Trust.
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