REML estimation: Asymptotic behavior and related topics

DOI10.1214/aos/1033066209zbMath0853.62022MaRDI QIDQ1922406

Jiming Jiang

Publication date: 9 January 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1033066209

zbMATH Keywords

consistency; asymptotic normality; ANOVA; analysis of variance; mixed models; dispersion parameters; Gaussian maximum likelihood estimates; nonnormal cases; restricted maximum likelihood estimates

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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Goodness-of-fit Tests for Mixed Models, Partially observed information and inference about non-Gaussian mixed linear models, Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models, Bootstrap for estimating the MSE of the spatial EBLUP, A derivation of BLUP -- best linear unbiased predictor, Wald consistency and the method of sieves in REML estimation, Empirical method of moments and its applications, A composite likelihood approach to (co)variance components estimation, Goodness-of-fit tests for mixed model diagnostics., A unified jackknife theory for empirical best prediction with \(M\)-estimation, Mean squared error of empirical predictor., Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm, A matrix inequality and its statistical application, A new alternative to the standard \(F\) test for clustered data, Iterative estimating equations: Linear convergence and asymptotic properties, 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), Generalized score test of homogeneity for mixed effects models, Applied regression analysis bibliography update 1994-97

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