Restricted maximum likelihood estimation under Eisenhart model Ill

DOI10.1111/j.1467-9574.1991.tb01309.xzbMath0744.62047OpenAlexW2081746384MaRDI QIDQ3989497

C. H. Kapadia, Kwan R. Lee

Publication date: 28 June 1992

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1991.tb01309.x

zbMATH Keywords

mean squared errorbalanced incomplete block designvariance componentsmaximum likelihood estimatorsMSElinear mixed modelrandomized complete block designrestricted maximum likelihood estimationasymptotic sampling variancesbalanced two-way mixed modelEisenhart model IIIincomplete block modelnon-negativity requirements

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Statistical block designs (62K10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Unnamed Item
• Asymptotic behavior of MINQUE-type estimators of variance components
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• The Problem of Negative Estimates of Variance Components
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• A Comparison of Variance Component Estimators
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Alternative Formulations and Procedures for the Two-Way Mixed Model

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