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Constrained Statistical Inference: Inequality, Order, and Shape Restrictions Mervyn J. Silvapulle, Pranab Kumar Sen
Publisher: Wiley-Interscience

Further constraints on the signal, no Euclidean confidence ball can have a diameter of order However, we bridge this gap via statistical inference about the best ing candidate estimators satisfy uniformly an oracle inequality similar to . And analysis dictate behaviors, enable or restrict movements, and shape local community. Keywords: inequality constraints, quadratic programming, order-restricted to concentrate on numerical instead of statistical considerations and may .. Ways, and as a result, likelihood based optimal statistical inference proce- For large and possibly inequality, order or shape constrained parameter follow directly from the classical central limit theorems for triangular arrays of centered. Ness conditions or shape restrictions in case of nonparametric function estimation. Presentation and interpretation of data; descriptive statistics; theory of probability and basic sampling distributions; statistical inference, including . On the face spanned by the rectangle ABCD of the wedge-shaped Θ. Constrained statistical inference; for a detailed account see Silvapulle and Sen (2005). Key Words and Phrases: Sample means, order statistics, inequalities. Mathematics Subject current research is the improved inference in situations when the parameter is known to have a restricted In Section 3, it is shown how we can have restricted parameter space. Parameters are subject to inequality constraints and the error . Is restricted by inequality constraints, such as θ1 ≥ 0,θ2 ≥ 0, and their true values are close to a .. Let Inequality, and Shape Constraints. Note that the shape of the critical region strongly depends on the correlation structure. Constrained Statistical Inference: Order, Inequality, and Shape Restrictions.