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 92.3 (September, 2005): 703-715. [doi]
(last updated on 2026/01/14)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.