Abstract
Suppose two independent observations are drawn from Pareto distributions with known shape parameters and an order restriction on the unknown location parameters. An isotonic regression estimator of the smaller location parameter dominates a preferred marginal estimator under squared error loss, but fails to dominate under stochastic domination. The results expressed herein advance the theory of order restricted inference.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have