保序回归与最大似然估计
ISOTONIC REGRESSION AND THE MAXIMUM LIKELIHOOD ESTIMATE
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摘要: 约束条件下的统计推断巳成为统计分析中一个重要的研究领域,而保序回归的研究又是其中之关键。本文通过一个实例引导出统计模型,比较系统地总结了保序回归的性质、求解方法,以及与最大似然估计之间的关系。本文还把问题扩展到多维保序回归和广义保序回归。Abstract: Statistical inference under order restrictions is an important area of statistical analysis and isotonic regression theory plays a key role in this field. This paper introduoes the statistical model from an example and discusses emphatically the properties and the computing algorithm of the isotonic regression. The relationship between the maximum likelihood estimate and the isotonic regression, the multiple and the general isotonic regression are also written in this papar.