Pages that link to "Item:Q1922406"
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The following pages link to REML estimation: Asymptotic behavior and related topics (Q1922406):
Displaying 50 items.
- Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
- Checking for normality in linear mixed models (Q424315) (← links)
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons (Q484601) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Comments on: Goodness-of-fit tests in mixed models (Q619098) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Confidence intervals for variance components in unbalanced one-way random effects model using non-normal distributions (Q719478) (← links)
- Partially observed information and inference about non-Gaussian mixed linear models (Q817990) (← links)
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
- Bootstrap for estimating the MSE of the spatial EBLUP (Q964659) (← links)
- A derivation of BLUP -- best linear unbiased predictor (Q1359807) (← links)
- Wald consistency and the method of sieves in REML estimation (Q1372860) (← links)
- Empirical method of moments and its applications (Q1395873) (← links)
- A composite likelihood approach to (co)variance components estimation (Q1600717) (← links)
- Small area estimation via unmatched sampling and linking models (Q1616702) (← links)
- Transforming response values in small area prediction (Q1658351) (← links)
- Estimating moments in ANOVA-type mixed models (Q1683639) (← links)
- Statistical properties of simple random-effects models for genetic heritability (Q1697480) (← links)
- Goodness-of-fit tests for mixed model diagnostics. (Q1848901) (← links)
- A unified jackknife theory for empirical best prediction with \(M\)-estimation (Q1873618) (← links)
- Mean squared error of empirical predictor. (Q1879956) (← links)
- Some properties for the estimators in linear mixed models (Q1945970) (← links)
- Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm (Q1970855) (← links)
- A matrix inequality and its statistical application (Q1973923) (← links)
- Increasing cluster size asymptotics for nested error regression models (Q2059426) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- Adjusted QMLE for the spatial autoregressive parameter (Q2224891) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Goodness of fit tests for linear mixed models (Q2252893) (← links)
- Comparing pivotal and REML-based confidence intervals for heritability (Q2259830) (← links)
- A new alternative to the standard \(F\) test for clustered data (Q2272094) (← links)
- Observed best selective prediction in small area estimation (Q2274952) (← links)
- Assessing skewness, kurtosis and normality in linear mixed models (Q2404417) (← links)
- Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient (Q2445810) (← links)
- Iterative estimating equations: Linear convergence and asymptotic properties (Q2466689) (← links)
- 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) (Q2474776) (← links)
- Generalized score test of homogeneity for mixed effects models (Q2500462) (← links)
- On generalized degrees of freedom with application in linear mixed models selection (Q2631358) (← links)
- Variable Selection in Linear Mixed Models Using an Extended Class of Penalties (Q2802814) (← links)
- An Orthogonality-Based Estimation of Moments for Linear Mixed Models (Q3077795) (← links)
- Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model (Q3078877) (← links)
- Stabilizing the Performance of Kurtosis Estimator of Multivariate Data (Q3168328) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Selection of Prior for the Variance Component and Approximations for Posterior Moments in the Fay-Herriot Model (Q4628544) (← links)
- Goodness-of-fit Tests for Mixed Models (Q4677106) (← links)
- Classified Mixed Model Prediction (Q4690956) (← links)
- WONDER: Weighted one-shot distributed ridge regression in high dimensions (Q4969115) (← links)
- On properties of empirical best predictors (Q5086352) (← links)
- Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models (Q5123557) (← links)
- Interval estimation of variance ratio in non-normal unbalanced one-way random models (Q5219992) (← links)
