ABSTRACT

Constrained parameter problems refer to statistical models where some of the model parameters are constrained, e.g., by certain order. Such problems arise in a variety of applications including, for example, ordinal categorical data, sample surveys (Chiu & Sedransk, 1986), bioassay (Ramgopal et al., 1993), dose finding (Gasparini & Eisele, 2000) and variance components and factor analysis models (Dempster et al., 1977; Rubin & Thayer, 1982). The most common parameter restriction is an ordering of the model parameters, namely, the order restrictions (Barlow et al., 1972; Robertson et al., 1988; Silvapulle & Sen, 2005).