Estimation of Multivariate Distributions Under Stochastic Ordering
研究了在随机序约束下，基于两个总体随机样本的多元分布广义最大似然估计，给出了算法和数值例子，并讨论了有序列联表的特例。
Abstract Let F and G be the cdf's of two p-dimensional multivariate distributions, such that F is stochastically larger than G. A straightforward derivation is given of the generalized maximum likelihood estimators of F and G, based on random samples from each population. An algorithmic approach to computing these estimators is described and motivating numerical examples are discussed. The special case when F and G correspond to multivariate ordinal contingency tables is also presented. The relationship of these results to those of Robertson and Wright (1974) is considered.