\(U\)-tests for variance components in linear mixed models

DOI10.1007/s11749-013-0316-8zbMath1283.62096OpenAlexW2016225459WikidataQ57588056 ScholiaQ57588056MaRDI QIDQ384757

Juvêncio Santos Nobre, Pranab Kumar Sen, Julio da Motta Singer

Publication date: 28 November 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-013-0316-8

zbMATH Keywords

martingalesvariance componentscontiguityU-statisticsnonstandard hypothesis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15)

Related Items

Testing the absence of random effects in the nested-error regression model using orthogonal transformations, Inference of nonlinear mixed models for clustered data under moment conditions, Unit gamma regression models for correlated bounded data, Inference for mixed models of ANOVA type with high-dimensional data, On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models, A residual-based test for variance components in linear mixed models, Testing random effects in linear mixed models: another look at the F‐test (with discussion), Improved \(U\)-tests for variance components in one-way random effects models

Uses Software

• R

Cites Work

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