For a p-dimensional normal distribution with mean vector [theta] and covariance matrix Ip, it is known that the maximum likelihood estimator [theta] of [theta] with p[greater-or-equal, slanted]3 is inadmissible under the squared loss. The present paper considers possible extensions of the result...

One of the most powerful algorithms for maximum likelihood estimation for many incomplete-data problems is the EM algorithm. The restricted EM algorithm for maximum likelihood estimation under linear restrictions on the parameters has been handled by Kim and Taylor (J. Amer. Statist. Assoc. 430...

To analyze the isotonic regression problem for normal means, it is usual to assume that all variances are known or unknown but equal. This paper then studies this problem in the case that there are no conditions imposed on the variances. Suppose that we have data drawn fromkindependent normal...

For nonnegative measurements such as income or sick days, zero counts often have special status. Furthermore, the incidence of zero counts is often greater than expected for the Poisson model. This article considers a doubly semiparametric zero-inflated Poisson model to fit data of this type,...

A square contingency table often appears in social, biomedical and behavioral science to be used to display joint responses when two variables have the same category levels. When responses are ordered categories, it is usually important to test the hypotheses of marginal homogeneity against...