Estimation of order-restricted means from correlated data
Shyamal D. Peddada, David B. Dunson, Xiaofeng Tan · Biometrika · 2005
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. Copyright 2005, Oxford University Press.