Pages that link to "Item:Q2366545"

The following pages link to The asymptotic distribution of REML estimators (Q2366545):

Displaying 33 items.

• A generalized Gaussian process model for computer experiments with binary time series (Q153075) (← links)
• On high-dimensional misspecified mixed model analysis in genome-wide association study (Q342680) (← links)
• Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models (Q355125) (← links)
• An asymptotically minimax kernel machine (Q464460) (← links)
• Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields (Q641761) (← links)
• Wald consistency and the method of sieves in REML estimation (Q1372860) (← links)
• On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713) (← links)
• Effective sample size for spatial regression models (Q1616305) (← links)
• Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias (Q1663316) (← links)
• Asymptotics for REML estimation of spatial covariance parameters (Q1918168) (← links)
• REML estimation: Asymptotic behavior and related topics (Q1922406) (← links)
• Semiparametric method and theory for continuously indexed spatio-temporal processes (Q2022565) (← links)
• Increasing cluster size asymptotics for nested error regression models (Q2059426) (← links)
• Spatio-temporal expanding distance asymptotic framework for locally stationary processes (Q2082342) (← links)
• Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
• Estimating the size of a hidden finite set: large-sample behavior of estimators (Q2286344) (← links)
• Gaussian field on the symmetric group: prediction and learning (Q2293716) (← links)
• On the effect of ignoring correlation in the covariates when fitting linear mixed models (Q2317333) (← links)
• Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
• Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes (Q2637600) (← links)
• Variable selection in linear mixed models using an extended class of penalties (Q2802814) (← links)
• A RESTRICTED MAXIMUM LIKELIHOOD PROCEDURE FOR ESTIMATING THE VARIANCE FUNCTION OF AN IMMUNOASSAY (Q3530177) (← links)
• Extended-REML estimators (Q3591862) (← links)
• A type of restricted maximum likelihood estimator of variance components in generalised linear mixed models (Q4419409) (← links)
• Likelihood inference for small variance components (Q4527895) (← links)
• Gaussian processes for computer experiments (Q4606435) (← links)
• Restricted Likelihood Ratio Lack-of-Fit Tests Using Mixed Spline Models (Q4670801) (← links)
• Some asymptotic results for the residual maximum likelihood estimation of the parameters of a spatial process (Q4843825) (← links)
• ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS (Q4851444) (← links)
• Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)
• Mixed Domain Asymptotics for Geostatistical Processes (Q6039890) (← links)
• Uniformly valid inference based on the Lasso in linear mixed models (Q6074746) (← links)
• On estimation and prediction of geostatistical regression models via a corrected Stein's unbiased risk estimator (Q6625826) (← links)