© 1983 by Biometrika Trust
A multivariate version of isotonic regression
Department of Mathematics, Kyushu University Fukuoka, Japan
A multivariate generalization of isotonic regression is given enabling the study of statistical inference for ordered vector-valued parameters or sets of ordered parameters, including multivariate extensions of Bartholomew's
. An iterative algorithm for computing multivariate isotonic regression is proposed and studied.
Key Words: Isotonic regression Iterative algorithm Multivariate isotonic regression Order restriction Ordered vectors