Estimation of Starshaped Sequences of Poisson and Normal Means
Shaked, Moshe
Ann. Statist., Tome 7 (1979) no. 1, p. 729-741 / Harvested from Project Euclid
A vector $\mu = (\mu_1, \cdots, \mu_n)$ is said to be upper [lower] starshaped if $\mu_{m + 1} \geqslant 0 \lbrack \leqslant \mu_{m + 1} \leqslant \bar{\mu}_m\rbrack m = 1, \cdots, n - 1$, where $\bar{\mu}_m$ is a weighted average of $\mu_1, \cdots, \mu_m$. Obtained is the maximum likelihood estimate of $\mu$ when the $\mu_i$'s are the means of $n$ Poisson or normal populations and $\mu$ is known to be starshaped. The method is applied to obtain estimators of IHRA (increasing hazard rate average) distribution functions.
Publié le : 1979-07-14
Classification:  Isotonic regression,  IHRA distributions,  maximum likelihood estimation,  Poisson and normal extremum problems,  62F10,  60K10
@article{1176344724,
     author = {Shaked, Moshe},
     title = {Estimation of Starshaped Sequences of Poisson and Normal Means},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 729-741},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344724}
}
Shaked, Moshe. Estimation of Starshaped Sequences of Poisson and Normal Means. Ann. Statist., Tome 7 (1979) no. 1, pp.  729-741. http://gdmltest.u-ga.fr/item/1176344724/