Simultaneous estimation by isotonic regr
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M.A. FernΓ‘ndez; C. Rueda; B. Salvador
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Article
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1998
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Elsevier Science
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English
β 390 KB
We consider a random vector X with unimodal density, diagonal covariance matrix, f2-~, and location parameter 0 subject to order restrictions. For this model the maximum likelihood estimator (MLE) X\* is the so-called isotonic regression. It is well known that, in certain situations, X\* is not bett