Variance Estimation for Tree Order Restricted Models
Statistics Theory
2014-07-24 v2 Statistics Theory
Abstract
In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of populations tends to infinity. We consider several cases of various orders of the sample sizes and show that the maximum likelihood estimator of the variance may or may not be consistent or be asymptotically normal.
Cite
@article{arxiv.1202.3570,
title = {Variance Estimation for Tree Order Restricted Models},
author = {Antar Bandyopadhyay and Sanjay Chaudhuri},
journal= {arXiv preprint arXiv:1202.3570},
year = {2014}
}
Comments
17 pages, 5 figures. A revised version with few typing errors corrected and few more new results added