Wald consistency and the method of sieves in REML estimation

DOI10.1214/aos/1031594742zbMath0890.62020OpenAlexW2109089017MaRDI QIDQ1372860

Jiming Jiang

Publication date: 22 June 1998

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1031594742

zbMATH Keywords

analysis of variancerestricted maximum likelihoodmethod of sievesunconfounded balanced mixed modelsWald consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (10)

Stabilizing the Performance of Kurtosis Estimator of Multivariate Data ⋮ Empirical method of moments and its applications ⋮ Uniformly valid inference based on the Lasso in linear mixed models ⋮ Simplified partially observed quasi-information matrix ⋮ Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ An Orthogonality-Based Estimation of Moments for Linear Mixed Models ⋮ Goodness-of-fit tests for mixed model diagnostics. ⋮ Multilevel mixed linear models for survival data ⋮ Partially observed information and inference about non-Gaussian mixed linear models

Cites Work

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• ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
• Maximum-likelihood estimation for the mixed analysis of variance model
• Consistent Estimates Based on Partially Consistent Observations
• Note on the Consistency of the Maximum Likelihood Estimate

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