Parameter estimation in linear models with heteroscedastic variances subject to order restrictions

Authors:
Carol Hoferkamp;Shyamal Das Peddada
Affiliations:
Truman State University, Kirksville, Missouri;Biostatistics Branch, National Institute of Environmental Health Sciences, Research Triangle Park, North Carolina
Venue:
Journal of Multivariate Analysis
Year:
2002

Citing 4
Cited 1

Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions

Journal of Multivariate Analysis
On the Newton Polytope of the Resultant

Journal of Algebraic Combinatorics: An International Journal
A polyhedral method for solving sparse polynomial systems

Mathematics of Computation
Maximum likelihood estimation of isotonic normal means with unknown variances

Journal of Multivariate Analysis

Counting and locating the solutions of polynomial systems of maximum likelihood equations, I

Journal of Symbolic Computation

Quantified Score

Hi-index	0.00

Visualization

Abstract

Estimation of parameters in linear fixed and mixed effects models, under order restrictions on the error variances, is considered in this article. For simplicity of exposition, we shall assume that the error variances are subject to simple order restriction. Similar methodology can be developed for other forms of order restrictions as well.