Likelihood inference for small variance components

DOI10.2307/3315962zbMath0958.62025OpenAlexW2053490979MaRDI QIDQ4527895

Steven E. Stern, A. H. Welsh

Publication date: 9 April 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/29929/1/STAT2000-01.pdf

zbMATH Keywords

Wald testvariance componentsmaximum-likelihood estimatesboundarylikelihood-based inferencelocal asymptoticsREML estimates

Mathematics Subject Classification ID

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

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Confidence regions near singular information and boundary points with applications to mixed models, The equivalence between likelihood ratio test and F-test for testing variance component in a balanced one-way random effects model, Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies, Comparing pivotal and REML-based confidence intervals for heritability, Lack-of-fit tests in linear mixed models with application to wavelet tests

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